+1,467.6%
IGV vs SPXL
+7,063.6%
-5,596.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +1.0% | +0.2% |
| 7D | +2.3% | +7.4% | -5.1% | -0.5% |
| 30D | -6.0% | -7.8% | +1.8% | -3.4% |
| 3M | -4.8% | -11.9% | +7.1% | -0.5% |
| 6M | +14.2% | -1.7% | +16.0% | +13.9% |
| YTD | -4.2% | +20.8% | -25.1% | -12.3% |
| 1Y | -5.3% | +25.0% | -30.3% | -14.5% |
| 3Y | +38.8% | +226.1% | -187.4% | -16.2% |
| 5Y | +14.2% | +101.1% | -86.9% | -22.4% |
| 10Y | +357.6% | +1,112.6% | -755.0% | +35.9% |
| All | +1,467.6% | +7,063.6% | -5,596.0% | +87.7% |
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 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