+1,948.9%
SOXL vs IWD
+203.0%
+1,745.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +0.2% | -11.2% | -11.9% |
| 7D | +26.9% | +2.3% | +24.6% | +17.7% |
| 30D | -47.2% | +3.6% | -50.8% | -51.9% |
| 3M | -59.9% | +2.2% | -62.0% | -61.9% |
| 6M | -68.3% | +13.0% | -81.3% | -78.5% |
| YTD | +38.8% | +26.5% | +12.3% | -33.0% |
| 1Y | +48.8% | +30.1% | +18.7% | -34.5% |
| 3Y | +196.5% | +84.9% | +111.6% | -49.5% |
| 5Y | -5.0% | +73.4% | -78.4% | -67.0% |
| All | +1,948.9% | +203.0% | +1,745.8% | +164.7% |
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