+356.3%
IGV vs SPXS
-99.5%
+455.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | +0.1% |
| 7D | -5.4% | +6.4% | -11.8% | -3.0% |
| 30D | -2.6% | +6.0% | -8.6% | -0.1% |
| 3M | +10.5% | -11.6% | +22.2% | +6.3% |
| 6M | +18.2% | -28.7% | +46.9% | +5.7% |
| YTD | -4.2% | -26.3% | +22.0% | -12.5% |
| 1Y | -9.8% | -34.9% | +25.1% | -20.7% |
| 3Y | +39.1% | -79.5% | +118.6% | -11.4% |
| 5Y | +21.2% | -85.9% | +107.1% | -18.5% |
| All | +356.3% | -99.5% | +455.8% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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