-79.5%
SPXS vs IBN
+25.8%
-105.3%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.2% | +0.3% |
| 7D | +1.2% | -5.1% | +6.3% | -2.1% |
| 30D | +5.2% | -3.5% | +8.7% | +2.8% |
| 3M | -9.2% | +11.3% | -20.5% | -2.0% |
| 6M | -29.6% | +4.4% | -34.0% | -25.9% |
| YTD | -27.6% | -1.8% | -25.8% | -26.3% |
| 1Y | -36.7% | -8.0% | -28.8% | -38.0% |
| All | -79.5% | +25.8% | -105.3% | -75.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling