+1,701.2%
IWF vs SPXS
-100.0%
+1,801.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -2.0% | +0.3% |
| 7D | +1.5% | -1.5% | +3.0% | +1.0% |
| 30D | -1.3% | +3.7% | -4.9% | +0.1% |
| 3M | +0.1% | -9.6% | +9.7% | -2.3% |
| 6M | +10.3% | -32.4% | +42.7% | -1.5% |
| YTD | +4.2% | -28.7% | +32.8% | -4.7% |
| 1Y | +9.3% | -38.1% | +47.4% | -3.9% |
| 3Y | +79.3% | -80.1% | +159.5% | +20.1% |
| 5Y | +73.8% | -85.9% | +159.7% | +22.7% |
| 10Y | +410.9% | -99.5% | +510.4% | +71.9% |
| All | +1,701.2% | -100.0% | +1,801.2% | +91.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling