+762.6%
IWD vs SPXS
-100.0%
+862.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.5% | -0.3% |
| 7D | -0.2% | -1.5% | +1.4% | -0.6% |
| 30D | -0.8% | +3.7% | -4.5% | +0.5% |
| 3M | +8.0% | -9.6% | +17.6% | +5.2% |
| 6M | +18.2% | -32.4% | +50.6% | +5.8% |
| YTD | +22.3% | -28.7% | +51.0% | +11.9% |
| 1Y | +28.9% | -38.1% | +67.0% | +13.4% |
| 3Y | +71.5% | -80.1% | +151.7% | +13.6% |
| 5Y | +73.6% | -85.9% | +159.5% | +18.0% |
| 10Y | +194.7% | -99.5% | +294.2% | -11.3% |
| All | +762.6% | -100.0% | +862.6% | -34.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling