-100.0%
SPXS vs IBN
+1,319.6%
-1,419.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.2% | -0.4% |
| 7D | -1.5% | -2.2% | +0.6% | -3.2% |
| 30D | +3.7% | -2.3% | +6.0% | +1.8% |
| 3M | -9.6% | +15.9% | -25.5% | +2.0% |
| 6M | -32.4% | +5.6% | -38.0% | -28.0% |
| YTD | -28.7% | -0.1% | -28.6% | -26.8% |
| 1Y | -38.1% | -6.5% | -31.6% | -39.8% |
| 3Y | -80.1% | +29.3% | -109.4% | -73.4% |
| 5Y | -85.9% | +56.6% | -142.5% | -74.3% |
| 10Y | -99.5% | +314.4% | -413.9% | -97.1% |
| All | -100.0% | +1,319.6% | -1,419.6% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling