+2,202.2%
SOXL vs IVV
+310.9%
+1,891.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | +0.6% |
| 7D | +60.3% | +3.3% | +57.0% | +41.2% |
| 30D | -48.6% | -2.7% | -46.0% | -33.1% |
| 3M | -53.9% | -1.7% | -52.2% | -41.3% |
| 6M | -62.0% | +3.2% | -65.1% | -54.4% |
| YTD | +56.0% | +12.0% | +44.0% | +46.1% |
| 1Y | +50.0% | +12.1% | +37.9% | +45.5% |
| 3Y | +223.8% | +78.6% | +145.2% | -16.5% |
| 5Y | +6.7% | +73.8% | -67.1% | -39.9% |
| All | +2,202.2% | +310.9% | +1,891.2% | -1.3% |
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