-4.8%
SOXL vs IWM
+22.7%
-27.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -0.3% | -10.7% | -9.8% |
| 7D | +26.9% | +1.4% | +25.5% | +22.7% |
| 30D | -47.2% | +2.3% | -49.5% | -46.0% |
| 3M | -59.9% | -8.3% | -51.5% | -37.5% |
| 6M | -68.3% | -1.3% | -67.0% | -55.7% |
| YTD | +38.8% | +13.5% | +25.3% | +33.3% |
| 1Y | +48.8% | +18.4% | +30.4% | +25.7% |
| 3Y | +196.5% | +69.6% | +126.9% | +0.1% |
| All | -4.8% | +22.7% | -27.5% | +50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling