+7,555.7%
SOXL vs IP
+180.9%
+7,374.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +0.8% | +11.6% | +11.4% |
| 7D | -40.3% | -5.1% | -35.3% | -35.0% |
| 30D | -71.1% | +8.5% | -79.6% | -74.0% |
| 3M | -65.2% | -13.8% | -51.4% | -58.4% |
| 6M | -72.3% | +5.7% | -78.0% | -75.9% |
| YTD | +9.4% | -9.1% | +18.6% | +7.1% |
| 1Y | +7.0% | -0.8% | +7.8% | -8.5% |
| 3Y | +156.4% | +14.8% | +141.6% | +55.4% |
| 5Y | -22.2% | -11.5% | -10.6% | -21.8% |
| 10Y | +1,682.4% | +27.9% | +1,654.5% | +1,047.4% |
| All | +7,555.7% | +180.9% | +7,374.8% | +1,718.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling