+24.3%
SPXL vs IRE
-98.1%
+122.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -14.4% | +13.2% | +0.1% |
| 7D | +7.4% | -31.8% | +39.3% | +10.8% |
| 30D | -7.8% | -71.8% | +63.9% | +0.3% |
| 3M | -11.9% | -88.9% | +77.0% | +2.1% |
| 6M | -1.7% | -95.4% | +93.6% | +16.8% |
| YTD | +20.8% | -94.2% | +115.0% | +32.2% |
| 1Y | +25.0% | -97.1% | +122.1% | +40.3% |
| All | +24.3% | -98.1% | +122.4% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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