+20,848.2%
SOXL vs IVZ
+200.9%
+20,647.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +3.2% |
| 7D | +18.4% | +1.2% | +17.2% | +16.0% |
| 30D | -3.2% | +1.8% | -5.0% | -5.9% |
| 3M | -37.6% | +15.7% | -53.3% | -47.8% |
| 6M | +136.1% | +36.3% | +99.7% | +60.7% |
| YTD | +199.5% | +24.9% | +174.5% | +131.3% |
| 1Y | +363.2% | +48.9% | +314.3% | +184.6% |
| 3Y | +496.5% | +136.8% | +359.7% | +108.9% |
| 5Y | +184.8% | +60.0% | +124.9% | +120.6% |
| 10Y | +5,399.0% | +63.4% | +5,335.6% | +4,340.8% |
| All | +20,848.2% | +200.9% | +20,647.3% | +9,345.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling