+5,994.8%
SPXL vs IOVA
-92.6%
+6,087.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.3% |
| 7D | +7.4% | -3.5% | +10.9% | +7.6% |
| 30D | -7.8% | -45.4% | +37.6% | -5.3% |
| 3M | -11.9% | +19.0% | -31.0% | -13.5% |
| 6M | -1.7% | +112.0% | -113.8% | -7.2% |
| YTD | +20.8% | +184.2% | -163.4% | +11.6% |
| 1Y | +25.0% | +222.0% | -197.0% | +14.5% |
| 3Y | +226.1% | +92.6% | +133.6% | +195.8% |
| 5Y | +101.1% | -63.2% | +164.3% | +91.3% |
| 10Y | +1,112.6% | +2.1% | +1,110.5% | +1,020.6% |
| All | +5,994.8% | -92.6% | +6,087.4% | +5,103.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling