+219.6%
SPXL vs IRM
+102.2%
+117.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -0.9% |
| 7D | -1.3% | +3.0% | -4.3% | -3.4% |
| 30D | -5.0% | -5.2% | +0.2% | -1.6% |
| 3M | +7.6% | -8.0% | +15.6% | +13.2% |
| 6M | +33.6% | +9.2% | +24.4% | +22.7% |
| YTD | +28.1% | +41.0% | -12.9% | -5.1% |
| 1Y | +43.6% | +23.3% | +20.4% | +17.5% |
| All | +219.6% | +102.2% | +117.4% | +46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling