+310.3%
IVV vs SPXL
+1,102.8%
-792.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | 0.0% |
| 7D | +2.6% | +7.4% | -4.9% | 0.0% |
| 30D | -2.0% | -7.8% | +5.8% | +0.3% |
| 3M | -2.8% | -11.9% | +9.2% | +0.9% |
| 6M | +2.2% | -1.7% | +3.9% | +1.7% |
| YTD | +11.5% | +20.8% | -9.3% | +2.8% |
| 1Y | +13.5% | +25.0% | -11.5% | +3.3% |
| 3Y | +78.1% | +226.1% | -148.0% | +11.6% |
| 5Y | +73.1% | +101.1% | -28.0% | +18.1% |
| All | +310.3% | +1,102.8% | -792.5% | +27.1% |
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