+19,165.6%
SOXL vs IWF
+1,036.1%
+18,129.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.9% | -7.1% | -4.3% |
| 7D | +8.5% | -1.7% | +10.2% | +16.2% |
| 30D | -13.0% | -1.8% | -11.1% | -4.8% |
| 3M | -35.9% | +1.5% | -37.4% | -29.9% |
| 6M | +112.1% | +7.7% | +104.4% | +105.0% |
| YTD | +175.4% | +2.7% | +172.7% | +231.8% |
| 1Y | +304.9% | +6.8% | +298.1% | +361.3% |
| 3Y | +448.6% | +76.9% | +371.7% | +72.5% |
| 5Y | +156.1% | +73.4% | +82.7% | +74.8% |
| 10Y | +4,957.3% | +416.4% | +4,540.9% | +70.3% |
| All | +19,165.6% | +1,036.1% | +18,129.5% | -31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling