+309.6%
IVV vs SPXL
+1,179.5%
-869.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.0% | -4.6% | 0.0% |
| 7D | +0.1% | -0.9% | +1.0% | +0.1% |
| 30D | -3.3% | -11.4% | +8.1% | +0.3% |
| 3M | -2.4% | -10.8% | +8.4% | +0.9% |
| 6M | +2.6% | -0.3% | +2.9% | +1.7% |
| YTD | +11.3% | +20.3% | -9.0% | +2.8% |
| 1Y | +13.4% | +24.7% | -11.3% | +3.3% |
| 3Y | +80.3% | +238.6% | -158.3% | +11.5% |
| 5Y | +72.7% | +100.0% | -27.2% | +18.1% |
| 10Y | +309.6% | +1,108.4% | -798.8% | +27.0% |
| All | +309.6% | +1,179.5% | -869.9% | +27.0% |
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