+478.6%
SOXL vs IOVA
+43.8%
+434.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.7% | -0.4% | +4.0% |
| 7D | +3.9% | -2.2% | +6.0% | +4.4% |
| 30D | -14.3% | +27.6% | -41.9% | -19.3% |
| 3M | -45.6% | +117.2% | -162.8% | -56.3% |
| 6M | +117.2% | +77.7% | +39.5% | +81.9% |
| YTD | +189.8% | +215.0% | -25.2% | +106.6% |
| 1Y | +317.7% | +255.4% | +62.4% | +182.3% |
| 3Y | +478.6% | +42.6% | +436.0% | +292.1% |
| All | +478.6% | +43.8% | +434.8% | +292.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 3y: compounded portfolio wealth divided by compounded IOVA 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…
3y analysis · Full analysis span regression · 6 months rolling