+19,418.6%
SOXL vs IWD
+516.7%
+18,901.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.7% | +10.5% | +12.4% |
| 7D | +5.3% | -0.3% | +5.6% | +6.1% |
| 30D | -11.2% | +0.6% | -11.8% | -14.3% |
| 3M | -55.4% | +7.2% | -62.6% | -64.7% |
| 6M | +107.1% | +16.2% | +90.9% | +31.7% |
| YTD | +179.0% | +23.3% | +155.7% | +46.1% |
| 1Y | +357.4% | +29.6% | +327.8% | +108.0% |
| 3Y | +397.5% | +70.5% | +327.0% | +16.8% |
| 5Y | +155.9% | +73.5% | +82.4% | -8.1% |
| 10Y | +4,301.6% | +198.3% | +4,103.3% | +420.5% |
| All | +19,418.6% | +516.7% | +18,901.8% | +291.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling