+6,566.9%
SPXL vs IOVA
-91.6%
+6,658.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.3% |
| 7D | +0.1% | +9.7% | -9.7% | -0.4% |
| 30D | -0.9% | +102.5% | -103.4% | -5.0% |
| 3M | +2.0% | +100.7% | -98.7% | -2.5% |
| 6M | +33.5% | +106.3% | -72.8% | +26.9% |
| YTD | +32.2% | +222.0% | -189.8% | +22.2% |
| 1Y | +48.9% | +299.5% | -250.7% | +35.4% |
| 3Y | +222.9% | +42.9% | +179.9% | +198.1% |
| 5Y | +140.7% | -65.0% | +205.7% | +130.6% |
| 10Y | +1,192.7% | +10.3% | +1,182.4% | +1,096.7% |
| All | +6,566.9% | -91.6% | +6,658.5% | +5,598.4% |
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