+8,010.4%
SPXL vs IAG
+369.6%
+7,640.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.4% |
| 7D | +7.4% | -7.7% | +15.1% | +8.9% |
| 30D | -7.8% | +1.6% | -9.4% | -8.3% |
| 3M | -11.9% | -2.4% | -9.5% | -11.9% |
| 6M | -1.7% | -7.8% | +6.1% | -1.2% |
| YTD | +20.8% | +5.0% | +15.8% | +17.2% |
| 1Y | +25.0% | +25.7% | -0.7% | +17.4% |
| 3Y | +226.1% | +694.5% | -468.4% | +113.4% |
| 5Y | +101.1% | +421.7% | -320.6% | +33.2% |
| 10Y | +1,112.6% | +382.5% | +730.1% | +623.6% |
| All | +8,010.4% | +369.6% | +7,640.8% | +2,038.2% |
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