+2,202.2%
SOXL vs IP
+19.1%
+2,183.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | +1.7% |
| 7D | +60.3% | -0.9% | +61.2% | +62.5% |
| 30D | -48.6% | +6.7% | -55.3% | -52.3% |
| 3M | -53.9% | -16.6% | -37.3% | -43.2% |
| 6M | -62.0% | +6.0% | -68.0% | -66.4% |
| YTD | +56.0% | -10.7% | +66.7% | +57.9% |
| 1Y | +50.0% | -6.7% | +56.7% | +42.8% |
| 3Y | +223.8% | +17.1% | +206.6% | +97.8% |
| 5Y | +6.7% | -14.6% | +21.2% | +15.5% |
| All | +2,202.2% | +19.1% | +2,183.0% | +1,901.2% |
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