-4.8%
SOXL vs IP
-13.5%
+8.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +1.4% | -12.4% | -12.5% |
| 7D | +26.9% | -0.3% | +27.2% | +27.2% |
| 30D | -47.2% | +7.9% | -55.2% | -51.1% |
| 3M | -59.9% | -15.3% | -44.5% | -52.6% |
| 6M | -68.3% | +10.5% | -78.8% | -72.8% |
| YTD | +38.8% | -9.4% | +48.2% | +39.2% |
| 1Y | +48.8% | -4.6% | +53.4% | +39.5% |
| 3Y | +196.5% | +21.2% | +175.3% | +65.9% |
| All | -4.8% | -13.5% | +8.7% | +0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling