+116.3%
IX vs SPY
+304.1%
-187.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -3.9% |
| 7D | -10.4% | -0.6% | -9.8% | -10.0% |
| 30D | -11.5% | -3.7% | -7.8% | -9.0% |
| 3M | -18.0% | -2.7% | -15.2% | -16.3% |
| 6M | -3.1% | +2.2% | -5.2% | -4.7% |
| YTD | +11.9% | +10.8% | +1.1% | +3.5% |
| 1Y | +29.5% | +11.2% | +18.2% | +19.5% |
| 3Y | +94.2% | +76.5% | +17.7% | +26.1% |
| 5Y | +70.5% | +72.9% | -2.4% | +11.3% |
| 10Y | +116.3% | +304.8% | -188.5% | -34.0% |
| All | +116.3% | +304.1% | -187.8% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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