+4,671.5%
SOXL vs IVV
+321.5%
+4,350.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.6% | -7.4% | -5.3% |
| 7D | +8.5% | -2.0% | +10.5% | +18.5% |
| 30D | -13.0% | -1.6% | -11.3% | -6.0% |
| 3M | -35.9% | +4.8% | -40.7% | -42.3% |
| 6M | +112.1% | +12.6% | +99.5% | +58.2% |
| YTD | +175.4% | +11.8% | +163.6% | +121.6% |
| 1Y | +304.9% | +17.6% | +287.3% | +185.2% |
| 3Y | +448.6% | +77.0% | +371.5% | +28.8% |
| 5Y | +156.1% | +82.6% | +73.5% | +4.6% |
| All | +4,671.5% | +321.5% | +4,350.0% | +132.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IVV.
Daily Out/Under-Performance
Portfolio return minus IVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVV 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 10y: compounded portfolio wealth divided by compounded IVV 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…
10y analysis · Full analysis span regression · 6 months rolling