-99.5%
SPXS vs IBN
+385.6%
-485.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.6% |
| 7D | -7.5% | +1.9% | -9.4% | -6.0% |
| 30D | +5.3% | +22.1% | -16.8% | +23.6% |
| 3M | +9.7% | +17.1% | -7.4% | +24.8% |
| 6M | -4.6% | +35.5% | -40.1% | +23.1% |
| YTD | -25.8% | +16.8% | -42.6% | -13.5% |
| 1Y | -28.8% | +12.4% | -41.2% | -19.5% |
| 3Y | -80.2% | +58.0% | -138.2% | -68.5% |
| 5Y | -83.2% | +73.7% | -156.9% | -66.1% |
| All | -99.5% | +385.6% | -485.1% | -97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 10y: compounded portfolio wealth divided by compounded IBN 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…
10y analysis · Full analysis span regression · 6 months rolling