+1,159.3%
IVV vs SPXS
-100.0%
+1,259.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.2% | +0.1% |
| 7D | -2.7% | +7.5% | -10.2% | +0.1% |
| 30D | -5.4% | +17.5% | -22.9% | +0.5% |
| 3M | -4.1% | +14.7% | -18.7% | +1.4% |
| 6M | +0.7% | -0.1% | +0.9% | +2.6% |
| YTD | +8.7% | -19.7% | +28.5% | +4.3% |
| 1Y | +11.0% | -23.6% | +34.6% | +5.2% |
| 3Y | +75.4% | -79.2% | +154.6% | +19.1% |
| 5Y | +68.3% | -81.7% | +150.1% | +27.7% |
| 10Y | +315.5% | -99.5% | +415.1% | +33.7% |
| All | +1,159.3% | -100.0% | +1,259.3% | +20.3% |
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