+4,692.2%
SOXL vs IP
+20.7%
+4,671.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.0% | +7.1% | +7.5% |
| 7D | +16.4% | +0.1% | +16.3% | +16.3% |
| 30D | -12.1% | -11.2% | -0.9% | +0.4% |
| 3M | -41.7% | +12.3% | -54.0% | -52.0% |
| 6M | +157.4% | -5.2% | +162.6% | +152.5% |
| YTD | +193.3% | -4.0% | +197.3% | +172.6% |
| 1Y | +355.3% | -19.2% | +374.6% | +407.2% |
| 3Y | +484.2% | +20.3% | +463.8% | +252.1% |
| 5Y | +182.7% | -17.5% | +200.1% | +220.4% |
| 10Y | +4,692.2% | +21.2% | +4,671.1% | +3,865.5% |
| All | +4,692.2% | +20.7% | +4,671.6% | +3,865.5% |
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