+55.9%
SOXL vs IWF
-1.6%
+57.5%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.4% | -9.2% | -11.0% |
| 7D | -37.9% | -4.2% | -33.7% | -18.1% |
| 30D | -59.4% | -8.1% | -51.3% | -28.5% |
| 3M | -52.3% | -5.1% | -47.2% | -26.9% |
| 6M | -47.7% | -1.4% | -46.3% | -17.5% |
| YTD | +58.8% | -0.1% | +58.8% | +158.5% |
| 1Y | +55.9% | -1.3% | +57.2% | +186.2% |
| All | +55.9% | -1.6% | +57.5% | +186.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 1y: compounded portfolio wealth divided by compounded IWF 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…
1y analysis · Full analysis span regression · 6 months rolling