+1,184.4%
IVV vs SPXS
-100.0%
+1,284.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | 0.0% |
| 7D | -0.6% | +0.4% | -1.0% | +0.1% |
| 30D | -3.7% | +10.8% | -14.5% | +0.4% |
| 3M | -2.7% | +9.6% | -12.4% | +1.3% |
| 6M | +2.2% | -4.7% | +7.0% | +2.6% |
| YTD | +10.9% | -24.6% | +35.5% | +4.4% |
| 1Y | +11.3% | -24.6% | +35.9% | +5.1% |
| 3Y | +76.9% | -79.8% | +156.6% | +19.0% |
| 5Y | +73.5% | -83.3% | +156.8% | +27.7% |
| 10Y | +307.4% | -99.5% | +406.9% | +33.7% |
| All | +1,184.4% | -100.0% | +1,284.4% | +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