+58.1%
IEF vs SPXL
+7,605.2%
-7,547.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | -0.2% |
| 7D | +0.1% | +1.5% | -1.4% | +0.1% |
| 30D | -0.7% | -3.7% | +2.9% | -0.8% |
| 3M | -0.4% | +8.1% | -8.5% | -0.1% |
| 6M | -2.5% | +39.0% | -41.5% | -1.3% |
| YTD | -1.6% | +29.9% | -31.5% | -0.6% |
| 1Y | -1.3% | +46.6% | -47.9% | +0.2% |
| 3Y | +10.1% | +230.5% | -220.4% | +16.0% |
| 5Y | -8.3% | +140.2% | -148.5% | -3.6% |
| 10Y | +4.5% | +1,168.8% | -1,164.3% | +24.7% |
| All | +58.1% | +7,605.2% | -7,547.1% | +120.9% |
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