+1,924.8%
SOXL vs IP
+31.6%
+1,893.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +2.9% | +19.4% | +18.8% |
| 7D | -17.6% | -3.0% | -14.5% | -12.4% |
| 30D | -59.8% | +10.6% | -70.4% | -64.1% |
| 3M | -59.9% | -13.6% | -46.3% | -52.6% |
| 6M | -68.2% | +10.4% | -78.6% | -73.2% |
| YTD | +33.8% | -6.5% | +40.3% | +28.7% |
| 1Y | +34.7% | -2.1% | +36.9% | +21.3% |
| 3Y | +211.0% | +22.0% | +189.1% | +82.4% |
| 5Y | -8.6% | -9.7% | +1.1% | -7.1% |
| 10Y | +1,924.8% | +26.8% | +1,898.0% | +2,014.8% |
| All | +1,924.8% | +31.6% | +1,893.2% | +2,014.8% |
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