+162.3%
SOXL vs IWF
+73.7%
+88.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.8% | +4.5% | +1.9% |
| 7D | +3.9% | -0.9% | +4.8% | +8.3% |
| 30D | -14.3% | -1.7% | -12.6% | -6.2% |
| 3M | -45.6% | +0.7% | -46.3% | -39.1% |
| 6M | +117.2% | +8.6% | +108.6% | +100.2% |
| YTD | +189.8% | +3.5% | +186.3% | +237.8% |
| 1Y | +317.7% | +7.0% | +310.7% | +366.6% |
| 3Y | +478.6% | +76.3% | +402.3% | +62.9% |
| All | +162.3% | +73.7% | +88.6% | +57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling