+4,671.5%
SOXL vs IWD
+201.1%
+4,470.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.3% | -7.7% | -6.9% |
| 7D | +8.5% | -2.3% | +10.8% | +18.3% |
| 30D | -13.0% | -1.8% | -11.2% | -8.1% |
| 3M | -35.9% | +8.0% | -43.9% | -52.8% |
| 6M | +112.1% | +17.0% | +95.1% | +28.1% |
| YTD | +175.4% | +21.3% | +154.1% | +50.1% |
| 1Y | +304.9% | +27.9% | +276.9% | +88.0% |
| 3Y | +448.6% | +70.1% | +378.5% | +24.7% |
| 5Y | +156.1% | +74.2% | +81.9% | -12.7% |
| All | +4,671.5% | +201.1% | +4,470.4% | +633.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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