+213.8%
SPXL vs IWF
+75.5%
+138.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | +0.2% |
| 7D | -6.0% | -1.7% | -4.3% | -2.4% |
| 30D | -5.8% | -1.8% | -3.9% | -1.9% |
| 3M | +10.9% | +1.5% | +9.4% | +7.5% |
| 6M | +31.9% | +7.7% | +24.2% | +13.6% |
| YTD | +25.8% | +2.7% | +23.0% | +20.9% |
| 1Y | +39.8% | +6.8% | +33.0% | +24.4% |
| All | +213.8% | +75.5% | +138.3% | +1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling