+1,948.9%
SOXL vs IP
+20.8%
+1,928.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +1.4% | -12.4% | -12.7% |
| 7D | +26.9% | -0.3% | +27.2% | +27.3% |
| 30D | -47.2% | +7.9% | -55.2% | -51.8% |
| 3M | -59.9% | -15.3% | -44.5% | -51.6% |
| 6M | -68.3% | +10.5% | -78.8% | -73.4% |
| YTD | +38.8% | -9.4% | +48.2% | +37.8% |
| 1Y | +48.8% | -4.6% | +53.4% | +37.4% |
| 3Y | +196.5% | +21.2% | +175.3% | +72.5% |
| 5Y | -5.0% | -13.3% | +8.3% | +0.8% |
| All | +1,948.9% | +20.8% | +1,928.0% | +1,646.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling