+127.9%
IX vs SPY
+315.0%
-187.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.4% | -4.4% | -3.9% |
| 7D | -7.2% | +0.1% | -7.2% | -7.3% |
| 30D | -7.6% | -3.3% | -4.3% | -5.3% |
| 3M | -14.9% | -2.4% | -12.4% | -13.3% |
| 6M | +1.2% | +2.6% | -1.4% | -0.8% |
| YTD | +16.8% | +11.2% | +5.6% | +7.7% |
| 1Y | +36.3% | +13.4% | +22.9% | +24.0% |
| 3Y | +106.5% | +79.9% | +26.6% | +32.2% |
| 5Y | +79.0% | +72.2% | +6.9% | +17.2% |
| 10Y | +127.9% | +307.3% | -179.4% | -30.7% |
| All | +127.9% | +315.0% | -187.1% | -30.7% |
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