+8,546.7%
SPXL vs IDXX
+2,613.4%
+5,933.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.8% |
| 7D | -2.5% | -5.7% | +3.2% | +3.7% |
| 30D | -4.2% | -11.5% | +7.3% | +8.4% |
| 3M | +8.1% | -9.5% | +17.6% | +17.7% |
| 6M | +35.6% | -16.0% | +51.6% | +58.5% |
| YTD | +28.8% | -25.4% | +54.2% | +69.6% |
| 1Y | +39.8% | -21.8% | +61.6% | +69.7% |
| 3Y | +221.4% | +7.0% | +214.3% | +139.7% |
| 5Y | +146.9% | -26.0% | +172.9% | +185.1% |
| 10Y | +1,255.8% | +358.9% | +896.8% | +77.4% |
| All | +8,546.7% | +2,613.4% | +5,933.3% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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