+201.0%
IWD vs SPXS
-99.5%
+300.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.5% | -0.1% |
| 7D | +1.7% | -9.5% | +11.2% | -1.1% |
| 30D | +3.2% | +7.4% | -4.2% | +6.0% |
| 3M | +2.3% | +6.1% | -3.8% | +4.9% |
| 6M | +12.9% | -7.3% | +20.2% | +12.1% |
| YTD | +26.2% | -26.7% | +53.0% | +18.1% |
| 1Y | +28.3% | -26.2% | +54.5% | +20.6% |
| 3Y | +84.4% | -80.3% | +164.7% | +25.9% |
| 5Y | +73.0% | -83.4% | +156.4% | +28.3% |
| All | +201.0% | -99.5% | +300.5% | +0.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling