+8,010.4%
SPXL vs IBN
+1,082.9%
+6,927.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.5% |
| 7D | +7.4% | +1.9% | +5.6% | +5.9% |
| 30D | -7.8% | +22.1% | -29.9% | -22.2% |
| 3M | -11.9% | +17.1% | -29.0% | -23.2% |
| 6M | -1.7% | +35.5% | -37.3% | -24.0% |
| YTD | +20.8% | +16.8% | +4.0% | +5.2% |
| 1Y | +25.0% | +12.4% | +12.6% | +12.2% |
| 3Y | +226.1% | +58.0% | +168.1% | +117.5% |
| 5Y | +101.1% | +73.7% | +27.4% | +31.3% |
| 10Y | +1,112.6% | +385.6% | +727.0% | +240.0% |
| All | +8,010.4% | +1,082.9% | +6,927.5% | +588.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling