+449.8%
SOXL vs IRM
+98.2%
+351.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.0% | -6.0% | -4.9% |
| 7D | +8.5% | -1.8% | +10.3% | +11.9% |
| 30D | -13.0% | -7.8% | -5.2% | 0.0% |
| 3M | -35.9% | -7.9% | -28.1% | -25.5% |
| 6M | +112.1% | +6.3% | +105.7% | +110.5% |
| YTD | +175.4% | +38.2% | +137.3% | +85.4% |
| 1Y | +304.9% | +19.8% | +285.0% | +235.5% |
| All | +449.8% | +98.2% | +351.7% | +74.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling