+1,248.4%
SPXL vs IWD
+195.0%
+1,053.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | +0.2% |
| 7D | -1.3% | -1.2% | -0.1% | +2.2% |
| 30D | -5.0% | -1.6% | -3.3% | -0.3% |
| 3M | +7.6% | +7.0% | +0.6% | -11.1% |
| 6M | +33.6% | +17.0% | +16.6% | -13.4% |
| YTD | +28.1% | +21.6% | +6.5% | -25.5% |
| 1Y | +43.6% | +28.0% | +15.6% | -27.3% |
| 3Y | +225.8% | +70.6% | +155.3% | -19.2% |
| 5Y | +140.1% | +73.3% | +66.7% | -29.4% |
| 10Y | +1,248.4% | +200.5% | +1,047.9% | +43.9% |
| All | +1,248.4% | +195.0% | +1,053.4% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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