+59.2%
SOXL vs IRE
-97.5%
+156.6%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.8% | +12.1% | +5.7% | +12.9% |
| 7D | -1.0% | -15.1% | +14.2% | +6.9% |
| 30D | -48.6% | -71.4% | +22.8% | -17.4% |
| 3M | -50.3% | -81.2% | +30.8% | -10.0% |
| 6M | -65.3% | -93.7% | +28.4% | -15.1% |
| YTD | +57.2% | -92.2% | +149.4% | +212.7% |
| 1Y | +58.0% | -97.3% | +155.3% | +277.0% |
| All | +59.2% | -97.5% | +156.6% | +270.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling