+24.7%
IVZ vs SPXS
-25.1%
+49.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | +0.5% |
| 7D | +2.2% | +0.4% | +1.7% | +3.7% |
| 30D | -2.2% | +10.8% | -13.0% | +5.7% |
| 3M | -8.4% | +9.6% | -18.1% | -1.2% |
| 6M | +6.2% | -4.7% | +10.9% | +7.7% |
| YTD | +12.4% | -24.6% | +36.9% | +3.8% |
| All | +24.7% | -25.1% | +49.8% | +16.7% |
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