-12.4%
IP vs SPXL
+84.1%
-96.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | -5.1% | -8.7% | +3.7% | -2.8% |
| 30D | +8.5% | -16.9% | +25.4% | +14.0% |
| 3M | -13.8% | -15.2% | +1.3% | -10.1% |
| 6M | +5.7% | -5.5% | +11.3% | +6.7% |
| YTD | -9.1% | +12.4% | -21.6% | -13.1% |
| 1Y | -0.8% | +16.9% | -17.7% | -6.3% |
| 3Y | +14.8% | +211.8% | -197.0% | -20.2% |
| All | -12.4% | +84.1% | -96.5% | -38.8% |
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