+38.2%
IWM vs SPXL
+137.2%
-99.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | +0.1% | -0.8% |
| 7D | -1.1% | -1.3% | +0.1% | -0.7% |
| 30D | -3.1% | -5.0% | +1.9% | -1.3% |
| 3M | +2.2% | +7.6% | -5.4% | -1.1% |
| 6M | +15.1% | +33.6% | -18.5% | +2.1% |
| YTD | +18.6% | +28.1% | -9.5% | +6.6% |
| 1Y | +24.0% | +43.6% | -19.7% | +6.4% |
| 3Y | +63.7% | +225.8% | -162.1% | -1.4% |
| 5Y | +38.2% | +140.1% | -101.9% | -13.2% |
| All | +38.2% | +137.2% | -99.0% | -13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling