+1,199.1%
SPXL vs IVZ
+65.9%
+1,133.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +1.4% |
| 7D | -2.5% | -2.4% | -0.1% | -0.3% |
| 30D | -4.2% | +3.0% | -7.3% | -7.0% |
| 3M | +8.1% | +14.9% | -6.8% | -5.9% |
| 6M | +35.6% | +36.7% | -1.1% | -0.4% |
| YTD | +28.8% | +25.7% | +3.1% | +1.4% |
| 1Y | +39.8% | +47.7% | -7.9% | -6.0% |
| 3Y | +221.4% | +138.8% | +82.6% | +30.6% |
| 5Y | +146.9% | +62.1% | +84.8% | +50.6% |
| All | +1,199.1% | +65.9% | +1,133.2% | +683.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling