+957.1%
IJH vs SPXS
-100.0%
+1,057.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -0.3% |
| 7D | -2.5% | +6.4% | -8.9% | -0.2% |
| 30D | -5.0% | +6.0% | -11.0% | -2.9% |
| 3M | +0.5% | -11.6% | +12.2% | -3.2% |
| 6M | +8.2% | -28.7% | +36.9% | -2.4% |
| YTD | +12.5% | -26.3% | +38.7% | +3.2% |
| 1Y | +14.4% | -34.9% | +49.3% | +1.2% |
| 3Y | +49.5% | -79.5% | +129.0% | -3.0% |
| 5Y | +47.8% | -85.9% | +133.7% | -1.4% |
| 10Y | +180.4% | -99.5% | +279.9% | -22.0% |
| All | +957.1% | -100.0% | +1,057.1% | -28.8% |
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