+19,418.6%
SOXL vs IVV
+802.6%
+18,616.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.4% | +10.3% | +11.6% |
| 7D | +5.3% | +0.1% | +5.2% | +4.6% |
| 30D | -11.2% | +0.1% | -11.3% | -11.1% |
| 3M | -55.4% | +2.0% | -57.3% | -52.7% |
| 6M | +107.1% | +13.0% | +94.1% | +56.2% |
| YTD | +179.0% | +13.6% | +165.4% | +113.4% |
| 1Y | +357.4% | +20.1% | +337.3% | +202.6% |
| 3Y | +397.5% | +77.6% | +319.9% | +25.5% |
| 5Y | +155.9% | +82.5% | +73.4% | +14.0% |
| 10Y | +4,301.6% | +316.5% | +3,985.1% | +153.0% |
| All | +19,418.6% | +802.6% | +18,616.0% | +32.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling