+6.1%
IYR vs SPXL
+132.3%
-126.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.5% |
| 7D | -2.8% | -6.0% | +3.2% | -1.4% |
| 30D | -2.5% | -5.8% | +3.2% | -1.2% |
| 3M | -3.0% | +10.9% | -13.8% | -5.9% |
| 6M | +1.6% | +31.9% | -30.3% | -6.3% |
| YTD | +7.3% | +25.8% | -18.5% | -0.1% |
| 1Y | +5.6% | +39.8% | -34.1% | -4.8% |
| 3Y | +28.1% | +219.9% | -191.7% | -13.1% |
| 5Y | +6.1% | +141.1% | -135.0% | -27.6% |
| All | +6.1% | +132.3% | -126.2% | -27.6% |
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