+19,418.6%
SOXL vs IWM
+450.5%
+18,968.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.3% | +9.6% | +9.0% |
| 7D | +5.3% | +0.1% | +5.2% | +5.1% |
| 30D | -11.2% | -1.3% | -9.9% | -6.7% |
| 3M | -55.4% | +1.6% | -57.0% | -51.6% |
| 6M | +107.1% | +13.6% | +93.6% | +76.5% |
| YTD | +179.0% | +20.8% | +158.3% | +104.2% |
| 1Y | +357.4% | +26.4% | +331.0% | +209.8% |
| 3Y | +397.5% | +60.7% | +336.8% | +134.9% |
| 5Y | +155.9% | +38.2% | +117.7% | +220.8% |
| 10Y | +4,301.6% | +169.5% | +4,132.1% | +1,716.0% |
| All | +19,418.6% | +450.5% | +18,968.1% | +2,193.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling