+1,199.1%
SPXL vs IWF
+422.7%
+776.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +0.5% |
| 7D | -2.5% | -0.9% | -1.6% | -0.3% |
| 30D | -4.2% | -1.7% | -2.5% | -0.1% |
| 3M | +8.1% | +0.7% | +7.4% | +6.2% |
| 6M | +35.6% | +8.6% | +27.0% | +12.3% |
| YTD | +28.8% | +3.5% | +25.3% | +20.3% |
| 1Y | +39.8% | +7.0% | +32.8% | +21.3% |
| 3Y | +221.4% | +76.3% | +145.0% | -10.7% |
| 5Y | +146.9% | +74.8% | +72.2% | -16.4% |
| All | +1,199.1% | +422.7% | +776.3% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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