+1,215.6%
IVV vs SPXS
-100.0%
+1,315.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | 0.0% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | +0.1% | +0.8% | -0.8% | +0.5% |
| 3M | +2.0% | -4.7% | +6.7% | +1.3% |
| 6M | +13.0% | -29.6% | +42.7% | +2.5% |
| YTD | +13.6% | -29.8% | +43.4% | +3.4% |
| 1Y | +20.1% | -38.9% | +59.0% | +5.2% |
| 3Y | +77.6% | -79.6% | +157.2% | +19.5% |
| 5Y | +82.5% | -85.9% | +168.4% | +26.5% |
| 10Y | +316.5% | -99.5% | +416.1% | +32.5% |
| All | +1,215.6% | -100.0% | +1,315.6% | +19.2% |
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