+203.2%
SOXL vs IRE
-84.0%
+287.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.8% | +8.9% | +4.5% |
| 7D | +18.4% | +29.0% | -10.7% | +7.6% |
| 30D | -3.2% | +24.2% | -27.4% | -12.7% |
| 3M | -37.6% | -53.2% | +15.6% | -25.7% |
| 6M | +136.1% | -36.0% | +172.1% | +143.6% |
| YTD | +199.5% | -51.0% | +250.5% | +201.4% |
| All | +203.2% | -84.0% | +287.2% | +257.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling