+140.1%
SPXL vs IRM
+190.5%
-50.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -0.7% |
| 7D | -1.3% | +3.0% | -4.3% | -3.9% |
| 30D | -5.0% | -5.2% | +0.2% | -0.8% |
| 3M | +7.6% | -8.0% | +15.6% | +14.5% |
| 6M | +33.6% | +9.2% | +24.4% | +20.0% |
| YTD | +28.1% | +41.0% | -12.9% | -11.7% |
| 1Y | +43.6% | +23.3% | +20.4% | +11.5% |
| 3Y | +225.8% | +102.8% | +123.0% | +32.6% |
| 5Y | +140.1% | +192.8% | -52.7% | -32.1% |
| All | +140.1% | +190.5% | -50.4% | -32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling