-9.5%
IEF vs SPXL
+141.8%
-151.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.2% |
| 7D | -1.3% | -2.5% | +1.2% | -1.3% |
| 30D | -1.7% | -4.2% | +2.5% | -1.7% |
| 3M | -2.5% | +8.1% | -10.6% | -2.6% |
| 6M | -3.3% | +35.6% | -38.9% | -3.7% |
| YTD | -2.8% | +28.8% | -31.6% | -3.2% |
| 1Y | -2.7% | +39.8% | -42.5% | -3.2% |
| 3Y | +8.9% | +221.4% | -212.5% | +6.7% |
| All | -9.5% | +141.8% | -151.4% | -12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling