+58.6%
IBIT vs SPXL
+164.5%
-105.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.9% | -2.5% | -0.4% |
| 7D | -6.8% | -3.8% | -3.1% | -5.6% |
| 30D | -9.9% | -8.8% | -1.1% | -6.5% |
| 3M | +17.5% | -7.4% | +24.9% | +20.9% |
| 6M | -9.1% | +1.8% | -10.9% | -10.8% |
| YTD | -14.9% | +23.6% | -38.5% | -23.4% |
| 1Y | -27.6% | +21.7% | -49.3% | -34.5% |
| All | +58.6% | +164.5% | -105.9% | -0.1% |
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