-25.4%
SOXL vs IP
-12.0%
-13.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +0.8% | +11.6% | +11.6% |
| 7D | -40.3% | -5.1% | -35.3% | -36.1% |
| 30D | -71.1% | +8.5% | -79.6% | -73.4% |
| 3M | -65.2% | -13.8% | -51.4% | -59.7% |
| 6M | -72.3% | +5.7% | -78.0% | -75.1% |
| YTD | +9.4% | -9.1% | +18.6% | +9.4% |
| 1Y | +7.0% | -0.8% | +7.8% | -5.0% |
| 3Y | +156.4% | +14.8% | +141.6% | +58.5% |
| All | -25.4% | -12.0% | -13.4% | -21.0% |
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