+1,199.1%
SPXL vs IBN
+324.2%
+874.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.6% | +0.9% |
| 7D | -2.5% | -3.0% | +0.5% | -0.1% |
| 30D | -4.2% | -1.5% | -2.7% | -3.2% |
| 3M | +8.1% | +7.9% | +0.2% | +1.3% |
| 6M | +35.6% | +8.6% | +27.0% | +26.7% |
| YTD | +28.8% | -0.6% | +29.4% | +28.8% |
| 1Y | +39.8% | -7.3% | +47.2% | +46.8% |
| 3Y | +221.4% | +26.2% | +195.2% | +158.1% |
| 5Y | +146.9% | +57.8% | +89.1% | +73.4% |
| All | +1,199.1% | +324.2% | +874.9% | +453.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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