+4.7%
IYR vs SPXS
-36.2%
+40.9%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +0.6% |
| 7D | -1.4% | +2.5% | -3.9% | -1.1% |
| 30D | -2.7% | +4.2% | -6.9% | -2.3% |
| 3M | -2.1% | -9.3% | +7.2% | -2.9% |
| 6M | +3.6% | -30.7% | +34.3% | -1.1% |
| YTD | +8.1% | -28.1% | +36.2% | +3.7% |
| 1Y | +4.7% | -35.1% | +39.8% | -0.4% |
| All | +4.7% | -36.2% | +40.9% | -0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling