+55.9%
SOXL vs IYR
+12.4%
+43.5%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.1% | -11.9% | -5.9% |
| 7D | -37.9% | +6.9% | -44.8% | -34.0% |
| 30D | -59.4% | +10.2% | -69.6% | -56.1% |
| 3M | -52.3% | -0.3% | -52.0% | -51.1% |
| 6M | -47.7% | +3.6% | -51.3% | -48.4% |
| YTD | +58.8% | +12.5% | +46.3% | +40.3% |
| 1Y | +55.9% | +12.4% | +43.4% | +38.1% |
| All | +55.9% | +12.4% | +43.5% | +38.1% |
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