+51.7%
IVZ vs SPXS
-38.2%
+89.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.8% | -1.3% |
| 7D | +1.1% | -1.5% | +2.6% | +0.3% |
| 30D | +3.1% | +3.7% | -0.6% | +5.5% |
| 3M | +18.2% | -9.6% | +27.8% | +13.6% |
| 6M | +38.6% | -32.4% | +71.0% | +15.6% |
| YTD | +25.9% | -28.7% | +54.6% | +10.0% |
| 1Y | +51.7% | -38.1% | +89.8% | +27.5% |
| All | +51.7% | -38.2% | +89.9% | +27.5% |
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