+767.0%
IJH vs SPXL
+7,356.5%
-6,589.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.3% |
| 7D | -2.5% | -6.0% | +3.5% | -0.3% |
| 30D | -5.0% | -5.8% | +0.8% | -3.0% |
| 3M | +0.5% | +10.9% | -10.3% | -3.7% |
| 6M | +8.2% | +31.9% | -23.7% | -3.4% |
| YTD | +12.5% | +25.8% | -13.3% | +1.8% |
| 1Y | +14.4% | +39.8% | -25.4% | -0.8% |
| 3Y | +49.5% | +219.9% | -170.4% | -9.7% |
| 5Y | +47.8% | +141.1% | -93.3% | -9.1% |
| 10Y | +180.4% | +1,223.7% | -1,043.3% | -25.7% |
| All | +767.0% | +7,356.5% | -6,589.5% | -18.1% |
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