+8,623.5%
SPXL vs IAG
+445.2%
+8,178.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.3% |
| 7D | +1.5% | +4.3% | -2.8% | +0.7% |
| 30D | -3.7% | +9.8% | -13.4% | -5.5% |
| 3M | +8.1% | +28.9% | -20.8% | +2.8% |
| 6M | +39.0% | -7.6% | +46.6% | +39.6% |
| YTD | +29.9% | +22.0% | +8.0% | +23.0% |
| 1Y | +46.6% | +99.5% | -52.9% | +26.6% |
| 3Y | +230.5% | +818.3% | -587.7% | +110.3% |
| 5Y | +140.2% | +785.9% | -645.7% | +45.5% |
| 10Y | +1,168.8% | +381.1% | +787.7% | +652.8% |
| All | +8,623.5% | +445.2% | +8,178.2% | +2,144.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling