+413.4%
IWF vs SPXS
-99.6%
+513.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | -0.1% |
| 7D | -0.9% | +2.5% | -3.4% | 0.0% |
| 30D | -1.7% | +4.2% | -5.9% | 0.0% |
| 3M | +0.7% | -9.3% | +10.0% | -2.0% |
| 6M | +8.6% | -30.7% | +39.3% | -3.1% |
| YTD | +3.5% | -28.1% | +31.6% | -5.7% |
| 1Y | +7.0% | -35.1% | +42.1% | -5.2% |
| 3Y | +76.3% | -79.6% | +155.9% | +15.2% |
| 5Y | +74.8% | -86.3% | +161.0% | +18.3% |
| All | +413.4% | -99.6% | +513.0% | +57.9% |
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 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