+211.8%
SPXL vs IWD
+78.7%
+133.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.8% |
| 7D | -8.7% | -0.5% | -8.3% | -6.8% |
| 30D | -16.9% | +2.7% | -19.6% | -22.4% |
| 3M | -15.2% | +0.9% | -16.1% | -16.6% |
| 6M | -5.5% | +10.5% | -16.1% | -28.4% |
| YTD | +12.4% | +23.7% | -11.3% | -37.9% |
| 1Y | +16.9% | +28.7% | -11.8% | -42.4% |
| 3Y | +211.8% | +79.7% | +132.1% | -26.5% |
| All | +211.8% | +78.7% | +133.1% | -26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling