+8,771.7%
SPXL vs IVZ
+308.0%
+8,463.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -2.3% |
| 7D | +0.1% | +0.6% | -0.6% | -0.6% |
| 30D | -0.9% | +4.0% | -4.9% | -4.9% |
| 3M | +2.0% | +18.2% | -16.1% | -14.5% |
| 6M | +33.5% | +32.8% | +0.7% | -1.2% |
| YTD | +32.2% | +28.7% | +3.4% | -0.3% |
| 1Y | +48.9% | +55.4% | -6.5% | -7.7% |
| 3Y | +222.9% | +135.2% | +87.6% | +25.1% |
| 5Y | +140.7% | +64.2% | +76.5% | +39.5% |
| 10Y | +1,192.7% | +64.6% | +1,128.0% | +610.4% |
| All | +8,771.7% | +308.0% | +8,463.7% | +1,942.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling