+1,016.9%
IVV vs SPXL
+7,736.1%
-6,719.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | 0.0% |
| 7D | +0.1% | +0.1% | +0.1% | +0.1% |
| 30D | +0.1% | -0.9% | +0.9% | +0.3% |
| 3M | +2.0% | +2.0% | 0.0% | +0.8% |
| 6M | +13.0% | +33.5% | -20.5% | +1.5% |
| YTD | +13.6% | +32.2% | -18.6% | +2.1% |
| 1Y | +20.1% | +48.9% | -28.8% | +3.3% |
| 3Y | +77.6% | +222.9% | -145.2% | +11.9% |
| 5Y | +82.5% | +140.7% | -58.2% | +17.5% |
| 10Y | +316.5% | +1,192.7% | -876.1% | +26.6% |
| All | +1,016.9% | +7,736.1% | -6,719.2% | +33.8% |
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