+178.5%
SOXL vs IWM
+37.4%
+141.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.5% | +7.1% |
| 7D | +18.4% | -1.1% | +19.5% | +23.1% |
| 30D | -3.2% | -3.1% | -0.1% | +9.2% |
| 3M | -37.6% | +2.2% | -39.8% | -36.0% |
| 6M | +136.1% | +15.1% | +121.0% | +82.6% |
| YTD | +199.5% | +18.6% | +180.9% | +117.6% |
| 1Y | +363.2% | +24.0% | +339.2% | +206.3% |
| 3Y | +496.5% | +63.7% | +432.8% | +106.8% |
| All | +178.5% | +37.4% | +141.1% | +182.9% |
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 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