-99.5%
SPXS vs IAG
+427.6%
-527.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.3% | -2.3% |
| 7D | +2.5% | -1.1% | +3.6% | +2.3% |
| 30D | +4.2% | +12.1% | -7.9% | +6.4% |
| 3M | -9.3% | +25.5% | -34.8% | -4.9% |
| 6M | -30.7% | -7.1% | -23.6% | -29.5% |
| YTD | -28.1% | +22.9% | -50.9% | -23.0% |
| 1Y | -35.1% | +83.3% | -118.4% | -25.3% |
| 3Y | -79.6% | +808.5% | -888.1% | -68.3% |
| 5Y | -86.3% | +838.0% | -924.2% | -76.6% |
| All | -99.5% | +427.6% | -527.1% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded IAG 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling