+39.8%
SPXL vs IRM
+22.0%
+17.8%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.4% | +1.4% |
| 7D | -2.5% | -1.4% | -1.1% | -1.8% |
| 30D | -4.2% | -7.4% | +3.2% | -0.7% |
| 3M | +8.1% | -7.4% | +15.5% | +11.4% |
| 6M | +35.6% | +8.7% | +26.9% | +27.6% |
| YTD | +28.8% | +40.9% | -12.1% | +5.9% |
| 1Y | +39.8% | +20.5% | +19.3% | +24.4% |
| All | +39.8% | +22.0% | +17.8% | +24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling