+20,848.2%
SOXL vs IRM
+1,147.7%
+19,700.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.9% | +3.0% |
| 7D | +18.4% | +3.0% | +15.3% | +14.0% |
| 30D | -3.2% | -5.2% | +2.0% | +4.5% |
| 3M | -37.6% | -8.0% | -29.6% | -29.0% |
| 6M | +136.1% | +9.2% | +126.9% | +127.6% |
| YTD | +199.5% | +41.0% | +158.5% | +111.7% |
| 1Y | +363.2% | +23.3% | +340.0% | +287.4% |
| 3Y | +496.5% | +102.8% | +393.6% | +196.9% |
| 5Y | +184.8% | +192.8% | -8.0% | +4.2% |
| 10Y | +5,399.0% | +439.6% | +4,959.3% | +936.0% |
| All | +20,848.2% | +1,147.7% | +19,700.5% | +1,101.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling