+141.1%
SPXL vs IBN
+52.7%
+88.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.3% |
| 7D | -6.0% | -5.5% | -0.5% | -0.6% |
| 30D | -5.8% | -3.4% | -2.4% | -2.7% |
| 3M | +10.9% | +8.7% | +2.2% | +1.4% |
| 6M | +31.9% | +3.7% | +28.2% | +26.4% |
| YTD | +25.8% | -2.4% | +28.1% | +27.6% |
| 1Y | +39.8% | -8.1% | +47.8% | +49.0% |
| 3Y | +219.9% | +26.3% | +193.5% | +125.9% |
| 5Y | +141.1% | +54.9% | +86.1% | +32.9% |
| All | +141.1% | +52.7% | +88.4% | +32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling