+17.0%
IEFA vs SPXL
+29.9%
-12.9%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.8% | -2.4% | +0.9% |
| 7D | +1.9% | -2.5% | +4.4% | +2.6% |
| 30D | +1.4% | -4.3% | +5.7% | +2.7% |
| 3M | -1.4% | -4.2% | +2.8% | -0.3% |
| 6M | +6.3% | +15.0% | -8.7% | +0.3% |
| YTD | +11.9% | +28.4% | -16.5% | +0.3% |
| 1Y | +17.0% | +30.3% | -13.3% | +4.2% |
| All | +17.0% | +29.9% | -12.9% | +4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling