+356.8%
IP vs SPXL
+6,520.0%
-6,163.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -13.1% | +9.1% | +1.6% |
| 7D | -5.0% | -14.2% | +9.3% | +0.9% |
| 30D | +6.5% | -18.1% | +24.7% | +15.3% |
| 3M | -18.0% | -16.3% | -1.8% | -12.3% |
| 6M | +10.3% | -2.3% | +12.6% | +10.0% |
| YTD | -9.9% | +11.6% | -21.5% | -15.9% |
| 1Y | -1.1% | +12.3% | -13.3% | -8.2% |
| 3Y | +13.0% | +211.6% | -198.6% | -37.9% |
| 5Y | -12.3% | +84.3% | -96.6% | -46.8% |
| 10Y | +26.8% | +1,150.4% | -1,123.5% | -78.0% |
| All | +356.8% | +6,520.0% | -6,163.1% | -82.3% |
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