+360.7%
IP vs SPXL
+6,567.8%
-6,207.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.5% |
| 7D | -5.1% | -8.7% | +3.7% | -1.7% |
| 30D | +8.5% | -16.9% | +25.4% | +16.7% |
| 3M | -13.8% | -15.2% | +1.3% | -8.3% |
| 6M | +5.7% | -5.5% | +11.3% | +6.9% |
| YTD | -9.1% | +12.4% | -21.6% | -15.4% |
| 1Y | -0.8% | +16.9% | -17.7% | -9.5% |
| 3Y | +14.8% | +211.8% | -197.0% | -37.0% |
| 5Y | -11.5% | +85.6% | -97.2% | -46.5% |
| 10Y | +27.9% | +1,159.4% | -1,131.5% | -77.8% |
| All | +360.7% | +6,567.8% | -6,207.1% | -82.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling