+136.1%
SOXL vs IWF
+10.9%
+125.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +4.7% |
| 7D | +18.4% | +0.5% | +17.8% | +14.2% |
| 30D | -3.2% | -1.4% | -1.8% | +6.1% |
| 3M | -37.6% | +0.4% | -38.0% | -28.0% |
| 6M | +136.1% | +8.5% | +127.6% | +119.3% |
| All | +136.1% | +10.9% | +125.1% | +119.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling