+39.8%
IJR vs SPXL
+141.8%
-102.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -0.3% |
| 7D | -2.2% | -2.5% | +0.4% | -1.3% |
| 30D | -4.6% | -4.2% | -0.4% | -3.2% |
| 3M | +0.2% | +8.1% | -7.9% | -2.9% |
| 6M | +14.7% | +35.6% | -20.9% | +2.0% |
| YTD | +18.9% | +28.8% | -9.9% | +7.4% |
| 1Y | +19.9% | +39.8% | -19.9% | +4.9% |
| 3Y | +53.0% | +221.4% | -168.4% | -3.8% |
| All | +39.8% | +141.8% | -102.0% | -10.5% |
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