+1,490.4%
IGV vs SPXL
+7,605.2%
-6,114.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.2% | -1.2% |
| 7D | -3.3% | +1.5% | -4.8% | -3.8% |
| 30D | 0.0% | -3.7% | +3.6% | +1.5% |
| 3M | +7.3% | +8.1% | -0.8% | +3.8% |
| 6M | +16.7% | +39.0% | -22.3% | +1.9% |
| YTD | -2.8% | +29.9% | -32.8% | -13.1% |
| 1Y | -6.7% | +46.6% | -53.3% | -20.5% |
| 3Y | +41.1% | +230.5% | -189.4% | -15.1% |
| 5Y | +22.0% | +140.2% | -118.2% | -22.2% |
| 10Y | +357.9% | +1,168.8% | -810.8% | +33.9% |
| All | +1,490.4% | +7,605.2% | -6,114.7% | +86.1% |
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