+19,418.6%
SOXL vs IP
+202.9%
+19,215.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.2% | +7.7% | +7.0% |
| 7D | +5.3% | -5.3% | +10.6% | +13.0% |
| 30D | -11.2% | -10.9% | -0.3% | +2.1% |
| 3M | -55.4% | +11.2% | -66.5% | -63.4% |
| 6M | +107.1% | -10.2% | +117.4% | +118.1% |
| YTD | +179.0% | -2.0% | +181.0% | +149.2% |
| 1Y | +357.4% | -19.1% | +376.5% | +405.5% |
| 3Y | +397.5% | +20.9% | +376.6% | +185.0% |
| 5Y | +155.9% | -17.8% | +173.7% | +185.8% |
| 10Y | +4,301.6% | +23.5% | +4,278.1% | +2,946.2% |
| All | +19,418.6% | +202.9% | +19,215.6% | +4,131.3% |
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