+233.2%
SOXL vs IWD
+84.7%
+148.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | +1.4% |
| 7D | +60.3% | +1.7% | +58.7% | +49.0% |
| 30D | -48.6% | +3.2% | -51.9% | -54.0% |
| 3M | -53.9% | +2.3% | -56.2% | -57.8% |
| 6M | -62.0% | +12.9% | -74.9% | -78.2% |
| YTD | +56.0% | +26.2% | +29.8% | -43.5% |
| 1Y | +50.0% | +28.3% | +21.8% | -48.8% |
| All | +233.2% | +84.7% | +148.4% | -68.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling