+188.3%
ITW vs SPXL
+1,271.9%
-1,083.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +0.3% |
| 7D | -0.7% | -2.5% | +1.8% | +0.1% |
| 30D | -8.3% | -4.2% | -4.1% | -7.1% |
| 3M | +6.0% | +8.1% | -2.1% | +2.9% |
| 6M | 0.0% | +35.6% | -35.6% | -10.4% |
| YTD | +10.2% | +28.8% | -18.6% | 0.0% |
| 1Y | +3.2% | +39.8% | -36.6% | -9.4% |
| 3Y | +21.0% | +221.4% | -200.4% | -24.1% |
| 5Y | +37.9% | +146.9% | -109.0% | -13.3% |
| All | +188.3% | +1,271.9% | -1,083.6% | -21.3% |
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 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