+8,623.4%
SPXL vs IWF
+1,383.0%
+7,240.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -0.8% |
| 7D | +1.5% | +1.5% | 0.0% | -2.4% |
| 30D | -3.7% | -1.3% | -2.4% | -0.5% |
| 3M | +8.1% | +0.1% | +8.0% | +7.4% |
| 6M | +39.0% | +10.3% | +28.8% | +8.1% |
| YTD | +29.9% | +4.2% | +25.8% | +17.9% |
| 1Y | +46.6% | +9.3% | +37.3% | +17.8% |
| 3Y | +230.5% | +79.3% | +151.2% | -24.1% |
| 5Y | +140.2% | +73.8% | +66.4% | -29.7% |
| 10Y | +1,168.8% | +410.9% | +757.9% | -75.4% |
| All | +8,623.4% | +1,383.0% | +7,240.4% | -87.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling