+143.5%
IWM vs SPXS
-99.5%
+243.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | +0.2% |
| 7D | +1.4% | -7.5% | +8.9% | -1.3% |
| 30D | +2.3% | +5.3% | -3.1% | +5.1% |
| 3M | -8.3% | +9.7% | -18.0% | -4.0% |
| 6M | -1.3% | -4.6% | +3.2% | -0.9% |
| YTD | +13.5% | -25.8% | +39.3% | +5.7% |
| 1Y | +18.4% | -28.8% | +47.2% | +9.0% |
| 3Y | +69.6% | -80.2% | +149.8% | +9.9% |
| 5Y | +23.3% | -83.2% | +106.5% | -10.6% |
| All | +143.5% | -99.5% | +243.0% | -30.2% |
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