+1,706.9%
IWF vs SPXS
-100.0%
+1,806.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | +0.4% |
| 7D | +0.5% | -0.1% | +0.6% | +0.6% |
| 30D | -0.4% | +0.8% | -1.2% | 0.0% |
| 3M | -2.6% | -4.7% | +2.1% | -3.1% |
| 6M | +9.1% | -29.6% | +38.8% | -1.1% |
| YTD | +4.5% | -29.8% | +34.3% | -5.0% |
| 1Y | +10.1% | -38.9% | +49.0% | -3.6% |
| 3Y | +77.6% | -79.6% | +157.3% | +19.9% |
| 5Y | +73.7% | -85.9% | +159.6% | +22.6% |
| 10Y | +411.5% | -99.5% | +511.1% | +71.0% |
| All | +1,706.9% | -100.0% | +1,806.9% | +91.4% |
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