+74.2%
IWD vs SPXS
-83.8%
+158.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.9% | +4.3% | -0.6% |
| 7D | -0.6% | +1.5% | -2.0% | +0.2% |
| 30D | +3.6% | +6.3% | -2.7% | +5.8% |
| 3M | +2.7% | +4.2% | -1.6% | +4.5% |
| 6M | +13.2% | -7.9% | +21.1% | +12.3% |
| YTD | +26.8% | -27.5% | +54.3% | +19.3% |
| 1Y | +29.3% | -27.0% | +56.3% | +22.2% |
| 3Y | +85.1% | -80.5% | +165.7% | +32.2% |
| 5Y | +74.2% | -84.0% | +158.2% | +30.9% |
| All | +74.2% | -83.8% | +158.0% | +30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling