+357.4%
SOXL vs IYR
+8.4%
+349.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.7% | +10.6% | +9.6% |
| 7D | +5.3% | -1.2% | +6.6% | +4.8% |
| 30D | -11.2% | -2.9% | -8.3% | -12.3% |
| 3M | -55.4% | +0.8% | -56.2% | -57.9% |
| 6M | +107.1% | +1.9% | +105.3% | +86.9% |
| YTD | +179.0% | +9.6% | +169.4% | +141.8% |
| 1Y | +357.4% | +8.1% | +349.3% | +284.7% |
| All | +357.4% | +8.4% | +349.0% | +284.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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