+15.7%
SPXL vs IRE
-97.2%
+112.9%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +39.6% | -38.9% | -2.8% |
| 7D | -8.7% | -27.2% | +18.4% | -7.6% |
| 30D | -16.9% | -75.1% | +58.2% | -8.7% |
| 3M | -15.2% | -77.9% | +62.7% | -7.4% |
| 6M | -5.5% | -94.6% | +89.1% | +10.6% |
| YTD | +12.4% | -91.5% | +104.0% | +19.3% |
| 1Y | +16.9% | -97.8% | +114.7% | +33.3% |
| All | +15.7% | -97.2% | +112.9% | +27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling