+20,174.1%
SOXL vs ITUB
+146.7%
+20,027.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.4% | +4.9% | +4.9% |
| 7D | +3.9% | +2.2% | +1.7% | +1.7% |
| 30D | -14.3% | +12.6% | -26.9% | -23.2% |
| 3M | -45.6% | +6.4% | -52.0% | -48.8% |
| 6M | +117.2% | +0.6% | +116.6% | +119.3% |
| YTD | +189.8% | +18.8% | +171.0% | +160.8% |
| 1Y | +317.7% | +31.0% | +286.7% | +247.3% |
| 3Y | +478.6% | +118.1% | +360.6% | +216.5% |
| 5Y | +169.5% | +193.0% | -23.5% | +6.7% |
| 10Y | +5,222.1% | +217.1% | +5,004.9% | +1,874.4% |
| All | +20,174.1% | +146.7% | +20,027.5% | +7,832.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling