+6.1%
IYR vs SPXS
-85.4%
+91.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -0.5% |
| 7D | -2.8% | +6.4% | -9.2% | -1.4% |
| 30D | -2.5% | +6.0% | -8.5% | -1.1% |
| 3M | -3.0% | -11.6% | +8.7% | -5.5% |
| 6M | +1.6% | -28.7% | +30.3% | -5.6% |
| YTD | +7.3% | -26.3% | +33.6% | +0.8% |
| 1Y | +5.6% | -34.9% | +40.5% | -3.5% |
| 3Y | +28.1% | -79.5% | +107.6% | -8.5% |
| 5Y | +6.1% | -85.9% | +92.0% | -23.1% |
| All | +6.1% | -85.4% | +91.5% | -23.1% |
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