+22.4%
IP vs SPXL
+1,146.6%
-1,124.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.9% | -5.2% | -2.6% |
| 7D | -2.8% | -3.8% | +1.0% | -1.8% |
| 30D | +9.2% | -8.8% | +18.0% | +12.0% |
| 3M | -16.1% | -7.4% | -8.7% | -14.5% |
| 6M | +9.6% | +1.8% | +7.8% | +7.8% |
| YTD | -8.8% | +23.6% | -32.4% | -16.4% |
| 1Y | -5.5% | +21.7% | -27.2% | -13.1% |
| 3Y | +19.6% | +232.4% | -212.8% | -26.0% |
| 5Y | -13.5% | +110.4% | -123.9% | -42.9% |
| 10Y | +22.4% | +1,140.4% | -1,117.9% | -67.9% |
| All | +22.4% | +1,146.6% | -1,124.1% | -67.9% |
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