+196.5%
SOXL vs IOVA
+99.0%
+97.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +1.7% | -12.7% | -11.4% |
| 7D | +26.9% | -3.5% | +30.3% | +28.0% |
| 30D | -47.2% | -45.4% | -1.9% | -38.9% |
| 3M | -59.9% | +19.0% | -78.9% | -61.9% |
| 6M | -68.3% | +112.0% | -180.3% | -74.9% |
| YTD | +38.8% | +184.2% | -145.4% | -0.6% |
| 1Y | +48.8% | +222.0% | -173.2% | +2.3% |
| 3Y | +196.5% | +92.6% | +103.9% | +105.5% |
| All | +196.5% | +99.0% | +97.5% | +105.5% |
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