+71.5%
IWM vs SPXL
+230.1%
-158.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.3% |
| 7D | +0.3% | -2.9% | +3.2% | +1.1% |
| 30D | +0.6% | -12.4% | +13.0% | +5.3% |
| 3M | -6.2% | -11.8% | +5.5% | -2.2% |
| 6M | -0.8% | -1.4% | +0.6% | -1.5% |
| YTD | +14.8% | +19.0% | -4.2% | +5.2% |
| 1Y | +16.1% | +18.0% | -1.8% | +6.7% |
| 3Y | +71.5% | +220.0% | -148.5% | -9.3% |
| All | +71.5% | +230.1% | -158.6% | -9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling