+184.8%
SOXL vs IWD
+72.9%
+111.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +4.9% |
| 7D | +18.4% | -1.2% | +19.5% | +24.4% |
| 30D | -3.2% | -1.6% | -1.5% | +2.7% |
| 3M | -37.6% | +7.0% | -44.6% | -55.9% |
| 6M | +136.1% | +17.0% | +119.1% | +22.1% |
| YTD | +199.5% | +21.6% | +177.8% | +33.4% |
| 1Y | +363.2% | +28.0% | +335.2% | +69.4% |
| 3Y | +496.5% | +70.6% | +425.9% | -20.3% |
| 5Y | +184.8% | +73.3% | +111.5% | -36.2% |
| All | +184.8% | +72.9% | +111.9% | -36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling