+66.9%
IYR vs SPXL
+1,271.9%
-1,204.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.1% |
| 7D | -1.4% | -2.5% | +1.2% | -0.7% |
| 30D | -2.7% | -4.2% | +1.6% | -1.6% |
| 3M | -2.1% | +8.1% | -10.2% | -4.8% |
| 6M | +3.6% | +35.6% | -32.0% | -6.0% |
| YTD | +8.1% | +28.8% | -20.7% | -0.8% |
| 1Y | +4.7% | +39.8% | -35.1% | -6.7% |
| 3Y | +29.1% | +221.4% | -192.3% | -14.5% |
| 5Y | +6.9% | +146.9% | -140.0% | -29.0% |
| All | +66.9% | +1,271.9% | -1,204.9% | -39.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling