+178.9%
SOXL vs IRE
-85.3%
+264.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -7.8% | -0.2% | -5.2% |
| 7D | +8.5% | +7.9% | +0.5% | +5.4% |
| 30D | -13.0% | +9.3% | -22.2% | -17.7% |
| 3M | -35.9% | -52.3% | +16.4% | -23.9% |
| 6M | +112.1% | -38.5% | +150.5% | +123.2% |
| YTD | +175.4% | -54.8% | +230.3% | +185.7% |
| All | +178.9% | -85.3% | +264.1% | +238.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling