+1,110.7%
SPXL vs IWD
+203.0%
+907.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.9% |
| 7D | +7.4% | +2.3% | +5.2% | +0.9% |
| 30D | -7.8% | +3.6% | -11.4% | -16.0% |
| 3M | -11.9% | +2.2% | -14.1% | -16.3% |
| 6M | -1.7% | +13.0% | -14.7% | -29.6% |
| YTD | +20.8% | +26.5% | -5.7% | -36.6% |
| 1Y | +25.0% | +30.1% | -5.1% | -39.4% |
| 3Y | +226.1% | +84.9% | +141.3% | -35.7% |
| 5Y | +101.1% | +73.4% | +27.7% | -41.0% |
| All | +1,110.7% | +203.0% | +907.7% | +29.1% |
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