+13.8%
IP vs SPXL
+210.0%
-196.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -13.1% | +9.1% | +0.1% |
| 7D | -5.0% | -14.2% | +9.3% | -0.7% |
| 30D | +6.5% | -18.1% | +24.7% | +12.9% |
| 3M | -18.0% | -16.3% | -1.8% | -13.8% |
| 6M | +10.3% | -2.3% | +12.6% | +10.2% |
| YTD | -9.9% | +11.6% | -21.5% | -14.0% |
| 1Y | -1.1% | +12.3% | -13.3% | -6.0% |
| All | +13.8% | +210.0% | -196.2% | -18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling