+22.6%
IP vs SPXL
+1,184.2%
-1,161.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.6% |
| 7D | -5.3% | +0.1% | -5.3% | -5.3% |
| 30D | -10.9% | -0.9% | -10.0% | -10.6% |
| 3M | +11.2% | +2.0% | +9.1% | +9.9% |
| 6M | -10.2% | +33.5% | -43.7% | -19.2% |
| YTD | -2.0% | +32.2% | -34.1% | -11.7% |
| 1Y | -19.1% | +48.9% | -68.0% | -30.2% |
| 3Y | +20.9% | +222.9% | -202.0% | -24.4% |
| 5Y | -17.8% | +140.7% | -158.5% | -48.3% |
| All | +22.6% | +1,184.2% | -1,161.6% | -67.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling