+26.5%
IP vs SPXL
+1,107.9%
-1,081.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | -5.1% | -8.7% | +3.7% | -2.4% |
| 30D | +8.5% | -16.9% | +25.4% | +14.9% |
| 3M | -13.8% | -15.2% | +1.3% | -9.4% |
| 6M | +5.7% | -5.5% | +11.3% | +6.8% |
| YTD | -9.1% | +12.4% | -21.6% | -13.9% |
| 1Y | -0.8% | +16.9% | -17.7% | -7.5% |
| 3Y | +14.8% | +211.8% | -197.0% | -27.5% |
| 5Y | -11.5% | +85.6% | -97.2% | -39.0% |
| All | +26.5% | +1,107.9% | -1,081.4% | -66.2% |
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