+58.0%
SOXL vs IP
-4.7%
+62.8%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.8% | -1.3% | +19.1% | +18.5% |
| 7D | -1.0% | -2.8% | +1.8% | +2.0% |
| 30D | -48.6% | +9.2% | -57.8% | -50.7% |
| 3M | -50.3% | -16.1% | -34.2% | -45.2% |
| 6M | -65.3% | +9.6% | -74.9% | -68.1% |
| YTD | +57.2% | -8.8% | +66.0% | +61.8% |
| 1Y | +58.0% | -5.5% | +63.5% | +59.1% |
| All | +58.0% | -4.7% | +62.8% | +59.1% |
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