+20,415.5%
SOXL vs IWM
+448.0%
+19,967.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.5% | +5.6% | +6.5% |
| 7D | +16.4% | +1.4% | +15.0% | +11.4% |
| 30D | -12.1% | -2.3% | -9.8% | -4.8% |
| 3M | -41.7% | +4.0% | -45.7% | -43.2% |
| 6M | +157.4% | +17.9% | +139.5% | +94.6% |
| YTD | +193.3% | +20.2% | +173.1% | +117.4% |
| 1Y | +355.3% | +25.0% | +330.4% | +218.9% |
| 3Y | +484.2% | +66.0% | +418.2% | +150.9% |
| 5Y | +182.7% | +40.0% | +142.6% | +241.3% |
| 10Y | +4,692.2% | +166.9% | +4,525.4% | +1,933.5% |
| All | +20,415.5% | +448.0% | +19,967.5% | +2,341.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWM.
Daily Out/Under-Performance
Portfolio return minus IWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded IWM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling