+14.8%
IGV vs SPXL
+99.3%
-84.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +1.0% | +0.3% |
| 7D | +2.3% | +7.4% | -5.1% | -1.0% |
| 30D | -6.0% | -7.8% | +1.8% | -3.0% |
| 3M | -4.8% | -11.9% | +7.1% | +0.2% |
| 6M | +14.2% | -1.7% | +16.0% | +13.8% |
| YTD | -4.2% | +20.8% | -25.1% | -13.9% |
| 1Y | -5.3% | +25.0% | -30.3% | -16.3% |
| 3Y | +38.8% | +226.1% | -187.4% | -25.4% |
| All | +14.8% | +99.3% | -84.5% | -28.0% |
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