+101.0%
SPXL vs IAG
+421.7%
-320.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.5% |
| 7D | +7.4% | -7.7% | +15.1% | +9.4% |
| 30D | -7.8% | +1.6% | -9.4% | -8.4% |
| 3M | -11.9% | -2.4% | -9.5% | -12.0% |
| 6M | -1.7% | -7.8% | +6.1% | -1.2% |
| YTD | +20.8% | +5.0% | +15.8% | +16.0% |
| 1Y | +25.0% | +25.7% | -0.7% | +15.2% |
| 3Y | +226.1% | +694.5% | -468.4% | +88.2% |
| All | +101.0% | +421.7% | -320.7% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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