+8,771.7%
SPXL vs IBN
+938.3%
+7,833.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.6% |
| 7D | +0.1% | +1.4% | -1.4% | -1.1% |
| 30D | -0.9% | -0.3% | -0.5% | -0.8% |
| 3M | +2.0% | +17.1% | -15.1% | -10.4% |
| 6M | +33.5% | +3.4% | +30.1% | +29.8% |
| YTD | +32.2% | +2.5% | +29.6% | +29.0% |
| 1Y | +48.9% | -4.2% | +53.1% | +52.2% |
| 3Y | +222.9% | +32.4% | +190.5% | +151.2% |
| 5Y | +140.7% | +59.2% | +81.5% | +69.6% |
| 10Y | +1,192.7% | +345.7% | +847.0% | +287.3% |
| All | +8,771.7% | +938.3% | +7,833.4% | +744.0% |
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