+20,848.2%
SOXL vs IYR
+260.4%
+20,587.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +4.6% |
| 7D | +18.4% | -0.9% | +19.3% | +20.5% |
| 30D | -3.2% | -2.4% | -0.8% | +1.5% |
| 3M | -37.6% | -2.0% | -35.6% | -40.1% |
| 6M | +136.1% | +2.5% | +133.6% | +103.8% |
| YTD | +199.5% | +8.3% | +191.2% | +127.2% |
| 1Y | +363.2% | +6.5% | +356.8% | +262.0% |
| 3Y | +496.5% | +29.3% | +467.1% | +212.6% |
| 5Y | +184.8% | +5.7% | +179.1% | +211.7% |
| 10Y | +5,399.0% | +69.2% | +5,329.8% | +2,714.0% |
| All | +20,848.2% | +260.4% | +20,587.7% | +2,629.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling