-86.1%
SPXU vs IBN
+52.7%
-138.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +1.3% |
| 7D | +6.4% | -5.5% | +11.8% | +0.7% |
| 30D | +5.9% | -3.4% | +9.4% | +2.4% |
| 3M | -11.7% | +8.7% | -20.3% | -3.4% |
| 6M | -28.7% | +3.7% | -32.4% | -24.3% |
| YTD | -26.4% | -2.4% | -24.0% | -25.9% |
| 1Y | -35.2% | -8.1% | -27.1% | -38.8% |
| 3Y | -79.8% | +26.3% | -106.1% | -70.4% |
| 5Y | -86.1% | +54.9% | -141.0% | -66.4% |
| All | -86.1% | +52.7% | -138.8% | -66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling