+143.5%
SPXL vs IOVA
-63.0%
+206.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.6% | -1.5% |
| 7D | +1.5% | +5.1% | -3.6% | +0.7% |
| 30D | -3.7% | +37.2% | -40.9% | -8.6% |
| 3M | +8.1% | +117.5% | -109.4% | -6.5% |
| 6M | +39.0% | +69.6% | -30.5% | +23.5% |
| YTD | +29.9% | +218.7% | -188.7% | +2.5% |
| 1Y | +46.6% | +265.5% | -218.9% | +11.2% |
| 3Y | +230.5% | +46.2% | +184.3% | +147.4% |
| All | +143.5% | -63.0% | +206.5% | +112.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling