-79.6%
SPXS vs IFF
+29.0%
-108.6%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.7% |
| 7D | +2.5% | -3.2% | +5.7% | +0.8% |
| 30D | +4.2% | -0.3% | +4.5% | +4.2% |
| 3M | -9.3% | +8.4% | -17.8% | -4.7% |
| 6M | -30.7% | +23.0% | -53.7% | -20.0% |
| YTD | -28.1% | +25.5% | -53.5% | -15.1% |
| 1Y | -35.1% | +29.1% | -64.1% | -21.5% |
| 3Y | -79.6% | +31.7% | -111.2% | -72.4% |
| All | -79.6% | +29.0% | -108.6% | -72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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