-100.0%
SPXS vs IAG
+501.6%
-601.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.3% | +1.5% |
| 7D | -7.5% | -7.7% | +0.2% | -8.6% |
| 30D | +5.3% | +1.6% | +3.7% | +6.3% |
| 3M | +9.7% | -2.4% | +12.1% | +10.5% |
| 6M | -4.6% | -7.8% | +3.3% | -3.4% |
| YTD | -25.8% | +5.0% | -30.8% | -21.8% |
| 1Y | -28.8% | +25.7% | -54.5% | -22.3% |
| 3Y | -80.2% | +694.5% | -774.7% | -68.5% |
| 5Y | -83.2% | +421.7% | -504.9% | -72.7% |
| 10Y | -99.5% | +382.5% | -481.9% | -99.1% |
| All | -100.0% | +501.6% | -601.6% | -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