+769.7%
IWD vs SPXS
-100.0%
+869.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.3% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | +0.6% | +0.8% | -0.2% | +0.9% |
| 3M | +7.2% | -4.7% | +11.9% | +6.3% |
| 6M | +16.2% | -29.6% | +45.8% | +5.4% |
| YTD | +23.3% | -29.8% | +53.1% | +12.2% |
| 1Y | +29.6% | -38.9% | +68.5% | +13.5% |
| 3Y | +70.5% | -79.6% | +150.1% | +13.9% |
| 5Y | +73.5% | -85.9% | +159.4% | +17.9% |
| 10Y | +198.3% | -99.5% | +297.8% | -10.7% |
| All | +769.7% | -100.0% | +869.7% | -34.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling