-100.0%
SPXS vs IAG
+598.5%
-698.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +1.3% |
| 7D | -1.5% | +4.3% | -5.8% | -0.8% |
| 30D | +3.7% | +9.8% | -6.1% | +5.6% |
| 3M | -9.6% | +28.9% | -38.5% | -4.4% |
| 6M | -32.4% | -7.6% | -24.8% | -31.4% |
| YTD | -28.7% | +22.0% | -50.6% | -23.5% |
| 1Y | -38.1% | +99.5% | -137.6% | -27.1% |
| 3Y | -80.1% | +818.3% | -898.4% | -67.9% |
| 5Y | -85.9% | +785.9% | -871.8% | -75.2% |
| 10Y | -99.5% | +381.1% | -480.6% | -99.1% |
| All | -100.0% | +598.5% | -698.5% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling