+144.6%
IEFA vs SPXL
+1,271.9%
-1,127.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.4% |
| 7D | -1.6% | -2.5% | +1.0% | -0.9% |
| 30D | -1.5% | -4.2% | +2.7% | -0.4% |
| 3M | +3.4% | +8.1% | -4.7% | +0.9% |
| 6M | +9.5% | +35.6% | -26.1% | +0.2% |
| YTD | +13.0% | +28.8% | -15.8% | +4.7% |
| 1Y | +18.0% | +39.8% | -21.8% | +6.5% |
| 3Y | +65.4% | +221.4% | -156.0% | +13.7% |
| 5Y | +51.6% | +146.9% | -95.4% | +4.5% |
| All | +144.6% | +1,271.9% | -1,127.3% | -9.3% |
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