+461.3%
IAU vs SPXL
+7,605.2%
-7,143.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | -0.1% | -1.7% |
| 7D | +0.7% | +1.5% | -0.7% | +0.7% |
| 30D | +0.3% | -3.7% | +4.0% | +0.4% |
| 3M | +0.7% | +8.1% | -7.4% | +0.5% |
| 6M | -15.5% | +39.0% | -54.5% | -16.2% |
| YTD | +1.0% | +29.9% | -29.0% | +0.2% |
| 1Y | +19.6% | +46.6% | -27.0% | +18.4% |
| 3Y | +125.4% | +230.5% | -105.1% | +118.4% |
| 5Y | +140.7% | +140.2% | +0.6% | +132.8% |
| 10Y | +218.1% | +1,168.8% | -950.6% | +194.5% |
| All | +461.3% | +7,605.2% | -7,143.9% | +385.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling