+8,771.7%
SPXL vs IRM
+1,150.7%
+7,621.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -2.9% |
| 7D | +0.1% | -0.5% | +0.5% | +0.4% |
| 30D | -0.9% | -8.1% | +7.2% | +7.1% |
| 3M | +2.0% | -9.7% | +11.7% | +11.4% |
| 6M | +33.5% | +10.0% | +23.5% | +18.2% |
| YTD | +32.2% | +43.0% | -10.8% | -12.3% |
| 1Y | +48.9% | +32.7% | +16.2% | +4.9% |
| 3Y | +222.9% | +102.7% | +120.1% | +40.0% |
| 5Y | +140.7% | +187.6% | -46.9% | -25.9% |
| 10Y | +1,192.7% | +420.1% | +772.5% | +110.6% |
| All | +8,771.7% | +1,150.7% | +7,621.0% | +337.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling