+8,623.4%
SPXL vs IVZ
+299.0%
+8,324.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | +0.6% |
| 7D | +1.5% | +1.1% | +0.4% | +0.3% |
| 30D | -3.7% | +3.1% | -6.8% | -6.7% |
| 3M | +8.1% | +18.2% | -10.1% | -9.5% |
| 6M | +39.0% | +38.6% | +0.4% | -1.5% |
| YTD | +29.9% | +25.9% | +4.0% | +0.2% |
| 1Y | +46.6% | +51.7% | -5.1% | -6.9% |
| 3Y | +230.5% | +138.7% | +91.9% | +26.1% |
| 5Y | +140.2% | +62.8% | +77.4% | +40.4% |
| 10Y | +1,168.8% | +60.9% | +1,107.8% | +613.4% |
| All | +8,623.4% | +299.0% | +8,324.5% | +1,953.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded IVZ 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling