-100.0%
SPXS vs IBB
+914.7%
-1,014.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +2.8% | -9.8% | -2.6% |
| 7D | -1.5% | +2.7% | -4.2% | +4.2% |
| 30D | +9.6% | +6.3% | +3.3% | +22.7% |
| 3M | +8.5% | +11.1% | -2.6% | +30.3% |
| 6M | -5.8% | +29.2% | -35.0% | +45.3% |
| YTD | -25.4% | +30.2% | -55.6% | +19.4% |
| 1Y | -28.8% | +39.5% | -68.3% | +28.1% |
| 3Y | -80.9% | +92.3% | -173.2% | -31.3% |
| 5Y | -83.1% | +43.0% | -126.1% | -50.3% |
| 10Y | -99.5% | +137.1% | -236.6% | -93.6% |
| All | -100.0% | +914.7% | -1,014.7% | -96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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