+140.2%
SPXL vs IWD
+73.8%
+66.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | +0.8% |
| 7D | +1.5% | -0.2% | +1.6% | +2.0% |
| 30D | -3.7% | -0.8% | -2.9% | -1.3% |
| 3M | +8.1% | +8.0% | +0.1% | -14.6% |
| 6M | +39.0% | +18.2% | +20.9% | -15.7% |
| YTD | +29.9% | +22.3% | +7.6% | -29.0% |
| 1Y | +46.6% | +28.9% | +17.7% | -31.5% |
| 3Y | +230.5% | +71.5% | +159.0% | -30.6% |
| 5Y | +140.2% | +73.6% | +66.6% | -39.0% |
| All | +140.2% | +73.8% | +66.3% | -39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling