+1,199.1%
SPXL vs IRM
+440.8%
+758.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.4% | +0.5% |
| 7D | -2.5% | -1.4% | -1.1% | -1.2% |
| 30D | -4.2% | -7.4% | +3.2% | +2.5% |
| 3M | +8.1% | -7.4% | +15.5% | +14.4% |
| 6M | +35.6% | +8.7% | +26.9% | +22.2% |
| YTD | +28.8% | +40.9% | -12.1% | -11.6% |
| 1Y | +39.8% | +20.5% | +19.3% | +10.6% |
| 3Y | +221.4% | +101.7% | +119.7% | +42.5% |
| 5Y | +146.9% | +197.7% | -50.7% | -24.5% |
| All | +1,199.1% | +440.8% | +758.3% | +122.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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