+497.9%
SOXL vs IWD
+69.9%
+428.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +5.1% |
| 7D | +18.4% | -1.2% | +19.5% | +24.6% |
| 30D | -3.2% | -1.6% | -1.5% | +3.0% |
| 3M | -37.6% | +7.0% | -44.6% | -57.0% |
| 6M | +136.1% | +17.0% | +119.1% | +17.0% |
| YTD | +199.5% | +21.6% | +177.8% | +27.4% |
| 1Y | +363.2% | +28.0% | +335.2% | +61.0% |
| All | +497.9% | +69.9% | +428.0% | -12.1% |
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