+313.7%
IVV vs SPXL
+1,166.6%
-852.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | 0.0% |
| 7D | +0.5% | +1.5% | -1.0% | 0.0% |
| 30D | -1.0% | -3.7% | +2.7% | +0.2% |
| 3M | +3.9% | +8.1% | -4.3% | +0.7% |
| 6M | +14.5% | +39.0% | -24.5% | +1.4% |
| YTD | +12.9% | +29.9% | -17.0% | +2.1% |
| 1Y | +19.4% | +46.6% | -27.2% | +3.2% |
| 3Y | +78.8% | +230.5% | -151.7% | +11.7% |
| 5Y | +82.2% | +140.2% | -58.0% | +17.3% |
| 10Y | +313.7% | +1,168.8% | -855.1% | +26.3% |
| All | +313.7% | +1,166.6% | -852.9% | +26.3% |
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