+313.7%
IVV vs SPXS
-99.5%
+413.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.1% |
| 7D | +0.5% | -1.5% | +2.0% | 0.0% |
| 30D | -1.0% | +3.7% | -4.6% | +0.3% |
| 3M | +3.9% | -9.6% | +13.4% | +1.2% |
| 6M | +14.5% | -32.4% | +46.9% | +2.3% |
| YTD | +12.9% | -28.7% | +41.6% | +3.3% |
| 1Y | +19.4% | -38.1% | +57.5% | +5.0% |
| 3Y | +78.8% | -80.1% | +158.9% | +19.0% |
| 5Y | +82.2% | -85.9% | +168.1% | +26.0% |
| 10Y | +313.7% | -99.5% | +413.2% | +31.0% |
| All | +313.7% | -99.5% | +413.2% | +31.0% |
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 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