+195.5%
IWD vs SPXS
-99.5%
+295.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | +0.3% |
| 7D | -2.3% | +6.4% | -8.7% | -0.5% |
| 30D | -1.8% | +6.0% | -7.8% | 0.0% |
| 3M | +8.0% | -11.6% | +19.7% | +4.7% |
| 6M | +17.0% | -28.7% | +45.7% | +7.3% |
| YTD | +21.3% | -26.3% | +47.6% | +12.9% |
| 1Y | +27.9% | -34.9% | +62.9% | +15.5% |
| 3Y | +70.1% | -79.5% | +149.5% | +17.5% |
| 5Y | +74.2% | -85.9% | +160.1% | +22.2% |
| All | +195.5% | -99.5% | +295.0% | -3.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling