+478.6%
SOXL vs ITUB
+120.9%
+357.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.4% | +4.9% | +4.8% |
| 7D | +3.9% | +2.2% | +1.7% | +1.0% |
| 30D | -14.3% | +12.6% | -26.9% | -25.8% |
| 3M | -45.6% | +6.4% | -52.0% | -49.8% |
| 6M | +117.2% | +0.6% | +116.6% | +118.1% |
| YTD | +189.8% | +18.8% | +171.0% | +156.5% |
| 1Y | +317.7% | +31.0% | +286.7% | +235.9% |
| 3Y | +478.6% | +118.1% | +360.6% | +169.9% |
| All | +478.6% | +120.9% | +357.8% | +169.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 ITUB 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