+213.8%
SPXL vs IBN
+25.1%
+188.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.4% |
| 7D | -6.0% | -5.5% | -0.5% | -2.4% |
| 30D | -5.8% | -3.4% | -2.4% | -3.7% |
| 3M | +10.9% | +8.7% | +2.2% | +4.6% |
| 6M | +31.9% | +3.7% | +28.2% | +28.1% |
| YTD | +25.8% | -2.4% | +28.1% | +26.7% |
| 1Y | +39.8% | -8.1% | +47.8% | +45.1% |
| All | +213.8% | +25.1% | +188.7% | +180.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling