+24.8%
SOXL vs IP
-3.2%
+28.0%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.4% |
| 7D | -23.3% | 0.0% | -23.4% | -22.2% |
| 30D | -59.9% | +9.4% | -69.3% | -61.5% |
| 3M | -56.8% | -14.1% | -42.8% | -53.1% |
| 6M | -68.3% | +9.2% | -77.5% | -70.8% |
| YTD | +33.5% | -7.5% | +41.0% | +36.5% |
| 1Y | +24.8% | -2.8% | +27.6% | +24.2% |
| All | +24.8% | -3.2% | +28.0% | +24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling