+18.0%
SPXL vs IRE
-98.1%
+116.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -15.8% | +14.7% | +0.3% |
| 7D | -2.9% | -41.9% | +39.0% | +0.6% |
| 30D | -12.4% | -75.1% | +62.7% | -3.6% |
| 3M | -11.8% | -82.4% | +70.6% | -1.5% |
| 6M | -1.4% | -95.5% | +94.1% | +17.9% |
| YTD | +19.0% | -93.1% | +112.0% | +28.2% |
| 1Y | +18.0% | -97.8% | +115.7% | +34.2% |
| All | +18.0% | -98.1% | +116.1% | +34.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling