+1,775.8%
IGV vs SPXS
-100.0%
+1,875.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.5% | -1.2% |
| 7D | -3.3% | -1.5% | -1.8% | -3.8% |
| 30D | 0.0% | +3.7% | -3.7% | +1.6% |
| 3M | +7.3% | -9.6% | +16.9% | +4.4% |
| 6M | +16.7% | -32.4% | +49.1% | +3.0% |
| YTD | -2.8% | -28.7% | +25.8% | -11.9% |
| 1Y | -6.7% | -38.1% | +31.4% | -18.9% |
| 3Y | +41.1% | -80.1% | +121.2% | -8.8% |
| 5Y | +22.0% | -85.9% | +107.9% | -15.7% |
| 10Y | +357.9% | -99.5% | +457.5% | +40.2% |
| All | +1,775.8% | -100.0% | +1,875.8% | +68.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling