+83.3%
IEMG vs SPXL
+221.9%
-138.7%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | +0.5% |
| 7D | -1.3% | -2.5% | +1.2% | -0.5% |
| 30D | +1.9% | -4.2% | +6.1% | +3.2% |
| 3M | +1.4% | +8.1% | -6.7% | -1.0% |
| 6M | +15.2% | +35.6% | -20.4% | +5.7% |
| YTD | +23.8% | +28.8% | -5.0% | +14.9% |
| 1Y | +30.7% | +39.8% | -9.2% | +18.6% |
| 3Y | +83.3% | +221.4% | -138.1% | +25.7% |
| All | +83.3% | +221.9% | -138.7% | +25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling