+8,546.7%
SPXL vs IFF
+291.5%
+8,255.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +3.0% |
| 7D | -2.5% | -3.2% | +0.6% | +1.1% |
| 30D | -4.2% | -0.3% | -3.9% | -4.2% |
| 3M | +8.1% | +8.4% | -0.3% | -4.3% |
| 6M | +35.6% | +23.0% | +12.6% | -1.5% |
| YTD | +28.8% | +25.5% | +3.3% | -11.3% |
| 1Y | +39.8% | +29.1% | +10.8% | -8.8% |
| 3Y | +221.4% | +31.7% | +189.7% | +86.4% |
| 5Y | +146.9% | -35.2% | +182.1% | +241.6% |
| 10Y | +1,255.8% | -20.7% | +1,276.5% | +1,172.7% |
| All | +8,546.7% | +291.5% | +8,255.2% | +421.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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