+55.4%
IVZ vs SPXS
-40.2%
+95.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.8% |
| 7D | +0.6% | -0.1% | +0.7% | +0.7% |
| 30D | +4.0% | +0.8% | +3.2% | +4.7% |
| 3M | +18.2% | -4.7% | +22.9% | +17.2% |
| 6M | +32.8% | -29.6% | +62.5% | +13.7% |
| YTD | +28.7% | -29.8% | +58.6% | +11.4% |
| 1Y | +55.4% | -38.9% | +94.3% | +29.3% |
| All | +55.4% | -40.2% | +95.6% | +29.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling