+4,921.3%
SOXL vs IRM
+440.8%
+4,480.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.0% | +3.2% | +2.6% |
| 7D | +3.9% | -1.4% | +5.3% | +6.0% |
| 30D | -14.3% | -7.4% | -6.9% | -4.2% |
| 3M | -45.6% | -7.4% | -38.3% | -38.6% |
| 6M | +117.2% | +8.7% | +108.5% | +110.4% |
| YTD | +189.8% | +40.9% | +148.9% | +101.3% |
| 1Y | +317.7% | +20.5% | +297.2% | +255.5% |
| 3Y | +478.6% | +101.7% | +376.9% | +175.6% |
| 5Y | +169.5% | +197.7% | -28.2% | -8.7% |
| All | +4,921.3% | +440.8% | +4,480.5% | +779.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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