+4,921.3%
SOXL vs IWM
+171.3%
+4,750.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.4% | +4.8% | +3.9% |
| 7D | +3.9% | -2.4% | +6.3% | +12.3% |
| 30D | -14.3% | -4.6% | -9.7% | +0.2% |
| 3M | -45.6% | -0.3% | -45.3% | -40.5% |
| 6M | +117.2% | +14.7% | +102.5% | +76.2% |
| YTD | +189.8% | +17.8% | +172.0% | +125.2% |
| 1Y | +317.7% | +21.2% | +296.5% | +216.0% |
| 3Y | +478.6% | +62.3% | +416.3% | +151.7% |
| 5Y | +169.5% | +38.7% | +130.8% | +220.6% |
| All | +4,921.3% | +171.3% | +4,750.0% | +2,441.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling