-85.9%
SPXS vs IAG
+796.9%
-882.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +1.4% |
| 7D | +6.4% | -4.1% | +10.4% | +5.4% |
| 30D | +6.0% | +10.6% | -4.6% | +8.7% |
| 3M | -11.6% | +35.4% | -47.0% | -4.2% |
| 6M | -28.7% | -9.5% | -19.2% | -27.6% |
| YTD | -26.3% | +21.8% | -48.1% | -19.5% |
| 1Y | -34.9% | +84.1% | -119.1% | -21.3% |
| 3Y | -79.5% | +817.4% | -896.8% | -61.8% |
| 5Y | -85.9% | +830.1% | -916.0% | -69.6% |
| All | -85.9% | +796.9% | -882.8% | -69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling