+73.3%
IWD vs SPXS
-85.7%
+159.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.2% |
| 7D | -1.2% | +1.2% | -2.4% | -0.8% |
| 30D | -1.6% | +5.2% | -6.8% | -0.3% |
| 3M | +7.0% | -9.2% | +16.2% | +4.9% |
| 6M | +17.0% | -29.6% | +46.6% | +8.1% |
| YTD | +21.6% | -27.6% | +49.3% | +13.7% |
| 1Y | +28.0% | -36.7% | +64.7% | +16.1% |
| 3Y | +70.6% | -79.8% | +150.4% | +22.8% |
| 5Y | +73.3% | -85.9% | +159.2% | +25.8% |
| All | +73.3% | -85.7% | +159.1% | +25.8% |
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 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