+387.4%
IYR vs SPXL
+7,605.2%
-7,217.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.5% |
| 7D | -0.4% | +1.5% | -1.8% | -0.9% |
| 30D | -2.5% | -3.7% | +1.2% | -1.3% |
| 3M | +1.5% | +8.1% | -6.7% | -2.3% |
| 6M | +3.9% | +39.0% | -35.2% | -9.7% |
| YTD | +9.5% | +29.9% | -20.4% | -2.8% |
| 1Y | +7.5% | +46.6% | -39.1% | -9.6% |
| 3Y | +30.8% | +230.5% | -199.7% | -25.3% |
| 5Y | +4.8% | +140.2% | -135.4% | -39.1% |
| 10Y | +64.3% | +1,168.8% | -1,104.4% | -64.7% |
| All | +387.4% | +7,605.2% | -7,217.8% | -77.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling