+1,168.3%
SPXL vs IOVA
+3.8%
+1,164.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.4% | +1.6% | -1.2% |
| 7D | -6.0% | -6.4% | +0.4% | -4.8% |
| 30D | -5.8% | +25.4% | -31.2% | -10.5% |
| 3M | +10.9% | +115.3% | -104.5% | -8.5% |
| 6M | +31.9% | +56.5% | -24.6% | +14.4% |
| YTD | +25.8% | +198.2% | -172.4% | -6.8% |
| 1Y | +39.8% | +242.0% | -202.3% | -1.7% |
| 3Y | +219.9% | +36.8% | +183.0% | +120.7% |
| 5Y | +141.1% | -64.3% | +205.3% | +100.6% |
| All | +1,168.3% | +3.8% | +1,164.5% | +766.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 10y: compounded portfolio wealth divided by compounded IOVA 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…
10y analysis · Full analysis span regression · 6 months rolling