+162.3%
SOXL vs IOVA
-62.2%
+224.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.7% | -0.4% | +3.7% |
| 7D | +3.9% | -2.2% | +6.0% | +4.5% |
| 30D | -14.3% | +27.6% | -41.9% | -20.6% |
| 3M | -45.6% | +117.2% | -162.8% | -58.8% |
| 6M | +117.2% | +77.7% | +39.5% | +73.0% |
| YTD | +189.8% | +215.0% | -25.2% | +88.1% |
| 1Y | +317.7% | +255.4% | +62.4% | +152.4% |
| 3Y | +478.6% | +42.6% | +436.0% | +257.7% |
| All | +162.3% | -62.2% | +224.5% | +125.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling