+84.3%
SOXL vs IOT
+54.1%
+30.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.2% | +5.4% | +5.3% |
| 7D | +3.9% | -4.5% | +8.4% | +6.7% |
| 30D | -14.3% | -2.4% | -11.9% | -13.5% |
| 3M | -45.6% | +19.0% | -64.6% | -55.3% |
| 6M | +117.2% | +19.6% | +97.5% | +67.1% |
| YTD | +189.8% | +8.3% | +181.6% | +122.9% |
| 1Y | +317.7% | -0.8% | +318.5% | +248.7% |
| 3Y | +478.6% | +24.4% | +454.2% | +291.1% |
| All | +84.3% | +54.1% | +30.2% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IOT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling