+969.1%
IVV vs SPXL
+6,567.8%
-5,598.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.1% |
| 7D | -2.7% | -8.7% | +6.0% | +0.1% |
| 30D | -5.4% | -16.9% | +11.5% | +0.4% |
| 3M | -4.1% | -15.2% | +11.1% | +0.9% |
| 6M | +0.7% | -5.5% | +6.2% | +1.7% |
| YTD | +8.7% | +12.4% | -3.7% | +2.8% |
| 1Y | +11.0% | +16.9% | -5.9% | +3.3% |
| 3Y | +75.4% | +211.8% | -136.4% | +11.7% |
| 5Y | +68.3% | +85.6% | -17.3% | +18.1% |
| 10Y | +315.5% | +1,159.4% | -843.9% | +27.2% |
| All | +969.1% | +6,567.8% | -5,598.7% | +34.7% |
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