+219.7%
IAU vs SPXL
+1,271.9%
-1,052.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | +0.5% |
| 7D | -2.0% | -2.5% | +0.5% | -1.9% |
| 30D | -1.5% | -4.2% | +2.7% | -1.4% |
| 3M | +3.3% | +8.1% | -4.8% | +3.0% |
| 6M | -16.2% | +35.6% | -51.8% | -17.0% |
| YTD | +0.7% | +28.8% | -28.1% | -0.2% |
| 1Y | +19.2% | +39.8% | -20.6% | +18.0% |
| 3Y | +124.4% | +221.4% | -97.0% | +117.2% |
| 5Y | +140.0% | +146.9% | -6.9% | +131.2% |
| All | +219.7% | +1,271.9% | -1,052.2% | +218.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 SPXL 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