+38.2%
IWM vs SPXS
-85.7%
+123.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -0.8% |
| 7D | -1.1% | +1.2% | -2.4% | -0.7% |
| 30D | -3.1% | +5.2% | -8.3% | -1.1% |
| 3M | +2.2% | -9.2% | +11.4% | -0.6% |
| 6M | +15.1% | -29.6% | +44.7% | +3.1% |
| YTD | +18.6% | -27.6% | +46.2% | +8.0% |
| 1Y | +24.0% | -36.7% | +60.7% | +8.6% |
| 3Y | +63.7% | -79.8% | +143.5% | +5.8% |
| 5Y | +38.2% | -85.9% | +124.1% | -6.0% |
| All | +38.2% | -85.7% | +123.9% | -6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling