+4,921.3%
SOXL vs IYR
+69.7%
+4,851.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.8% | +4.5% | +3.5% |
| 7D | +3.9% | -1.4% | +5.2% | +7.2% |
| 30D | -14.3% | -2.7% | -11.6% | -9.5% |
| 3M | -45.6% | -2.1% | -43.5% | -47.5% |
| 6M | +117.2% | +3.6% | +113.6% | +83.7% |
| YTD | +189.8% | +8.1% | +181.7% | +121.6% |
| 1Y | +317.7% | +4.7% | +313.0% | +240.6% |
| 3Y | +478.6% | +29.1% | +449.5% | +205.5% |
| 5Y | +169.5% | +6.9% | +162.6% | +186.8% |
| All | +4,921.3% | +69.7% | +4,851.6% | +2,860.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling