+426.2%
IBM vs SPXL
+7,063.6%
-6,637.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.3% |
| 7D | +1.6% | +7.4% | -5.9% | -0.5% |
| 30D | +9.2% | -7.8% | +17.0% | +11.2% |
| 3M | +4.9% | -11.9% | +16.9% | +8.1% |
| 6M | +16.8% | -1.7% | +18.5% | +16.0% |
| YTD | -14.3% | +20.8% | -35.1% | -19.9% |
| 1Y | -16.7% | +25.0% | -41.7% | -23.0% |
| 3Y | +82.2% | +226.1% | -143.9% | +24.0% |
| 5Y | +149.9% | +101.1% | +48.8% | +78.5% |
| 10Y | +142.6% | +1,112.6% | -970.0% | -10.9% |
| All | +426.2% | +7,063.6% | -6,637.4% | -7.0% |
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 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