+550.9%
IVZ vs SPXS
-100.0%
+650.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.2% |
| YTD | +28.7% | -29.8% | +58.6% | +10.8% |
| 1Y | +55.4% | -38.9% | +94.3% | +25.6% |
| 3Y | +135.2% | -79.6% | +214.8% | +22.9% |
| 5Y | +64.2% | -85.9% | +150.1% | -8.4% |
| 10Y | +64.6% | -99.5% | +164.1% | -76.5% |
| All | +550.9% | -100.0% | +650.9% | -91.8% |
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