-100.0%
SPXS vs IBB
+879.3%
-979.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | -0.1% |
| 7D | -0.1% | +1.4% | -1.5% | +2.2% |
| 30D | +0.8% | +10.5% | -9.7% | +18.2% |
| 3M | -4.7% | +23.6% | -28.4% | +34.5% |
| 6M | -29.6% | +22.6% | -52.3% | 0.0% |
| YTD | -29.8% | +25.7% | -55.5% | +4.3% |
| 1Y | -38.9% | +51.4% | -90.3% | +24.2% |
| 3Y | -79.6% | +64.4% | -144.0% | -43.7% |
| 5Y | -85.9% | +22.1% | -108.1% | -68.2% |
| 10Y | -99.5% | +132.5% | -232.0% | -94.2% |
| All | -100.0% | +879.3% | -979.3% | -96.8% |
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