+317.7%
SOXL vs IWM
+23.2%
+294.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.4% | +4.8% | +3.2% |
| 7D | +3.9% | -2.4% | +6.3% | +16.8% |
| 30D | -14.3% | -4.6% | -9.7% | +8.5% |
| 3M | -45.6% | -0.3% | -45.3% | -38.5% |
| 6M | +117.2% | +14.7% | +102.5% | +63.0% |
| YTD | +189.8% | +17.8% | +172.0% | +103.9% |
| 1Y | +317.7% | +21.2% | +296.5% | +184.3% |
| All | +317.7% | +23.2% | +294.5% | +184.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling