+1,110.7%
SPXL vs IRM
+520.0%
+590.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.5% |
| 7D | +7.4% | +6.8% | +0.6% | +1.0% |
| 30D | -7.8% | +2.6% | -10.4% | -9.7% |
| 3M | -11.9% | -9.5% | -2.5% | -3.4% |
| 6M | -1.7% | -8.5% | +6.8% | +5.7% |
| YTD | +20.8% | +40.3% | -19.5% | -17.0% |
| 1Y | +25.0% | +28.7% | -3.7% | -6.7% |
| 3Y | +226.1% | +111.8% | +114.3% | +35.7% |
| 5Y | +101.1% | +189.1% | -88.0% | -37.5% |
| All | +1,110.7% | +520.0% | +590.7% | +87.7% |
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