+177.8%
IX vs SPY
+313.4%
-135.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.7% |
| 7D | +2.4% | +0.1% | +2.3% | +2.3% |
| 30D | -3.3% | +0.1% | -3.4% | -3.4% |
| 3M | +0.5% | +2.0% | -1.5% | -1.0% |
| 6M | +21.8% | +13.0% | +8.8% | +11.2% |
| YTD | +36.7% | +13.5% | +23.1% | +24.3% |
| 1Y | +53.0% | +20.0% | +33.1% | +33.5% |
| 3Y | +123.5% | +77.2% | +46.3% | +44.8% |
| 5Y | +115.6% | +81.9% | +33.7% | +35.5% |
| All | +177.8% | +313.4% | -135.6% | -7.8% |
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