+4,921.3%
SOXL vs IWF
+422.7%
+4,498.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.8% | +4.5% | +2.1% |
| 7D | +3.9% | -0.9% | +4.8% | +8.0% |
| 30D | -14.3% | -1.7% | -12.6% | -6.7% |
| 3M | -45.6% | +0.7% | -46.3% | -39.2% |
| 6M | +117.2% | +8.6% | +108.6% | +103.1% |
| YTD | +189.8% | +3.5% | +186.3% | +238.7% |
| 1Y | +317.7% | +7.0% | +310.7% | +370.6% |
| 3Y | +478.6% | +76.3% | +402.3% | +81.7% |
| 5Y | +169.5% | +74.8% | +94.8% | +75.7% |
| All | +4,921.3% | +422.7% | +4,498.6% | +37.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling