+894.6%
IJR vs SPXS
-100.0%
+994.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | -0.4% |
| 7D | -2.2% | +2.5% | -4.7% | -1.2% |
| 30D | -4.6% | +4.2% | -8.8% | -3.0% |
| 3M | +0.2% | -9.3% | +9.5% | -2.7% |
| 6M | +14.7% | -30.7% | +45.4% | +2.0% |
| YTD | +18.9% | -28.1% | +46.9% | +7.8% |
| 1Y | +19.9% | -35.1% | +55.0% | +5.7% |
| 3Y | +53.0% | -79.6% | +132.6% | -1.6% |
| 5Y | +40.9% | -86.3% | +127.1% | -7.8% |
| 10Y | +171.1% | -99.5% | +270.6% | -28.2% |
| All | +894.6% | -100.0% | +994.6% | -38.7% |
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