+317.7%
SOXL vs IRM
+22.0%
+295.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.0% | +3.2% | +2.0% |
| 7D | +3.9% | -1.4% | +5.3% | +6.5% |
| 30D | -14.3% | -7.4% | -6.9% | -1.8% |
| 3M | -45.6% | -7.4% | -38.3% | -37.5% |
| 6M | +117.2% | +8.7% | +108.5% | +115.2% |
| YTD | +189.8% | +40.9% | +148.9% | +112.7% |
| 1Y | +317.7% | +20.5% | +297.2% | +270.3% |
| All | +317.7% | +22.0% | +295.7% | +270.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling