+4,921.3%
SOXL vs IVZ
+65.9%
+4,855.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.1% | +4.1% | +3.7% |
| 7D | +3.9% | -2.4% | +6.3% | +7.2% |
| 30D | -14.3% | +3.0% | -17.3% | -17.9% |
| 3M | -45.6% | +14.9% | -60.5% | -53.9% |
| 6M | +117.2% | +36.7% | +80.4% | +50.7% |
| YTD | +189.8% | +25.7% | +164.2% | +125.9% |
| 1Y | +317.7% | +47.7% | +270.0% | +167.8% |
| 3Y | +478.6% | +138.8% | +339.8% | +116.0% |
| 5Y | +169.5% | +62.1% | +107.4% | +106.9% |
| All | +4,921.3% | +65.9% | +4,855.4% | +5,182.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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