+121.4%
IX vs SPY
+77.4%
+44.0%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -1.1% |
| 6M | +21.8% | +13.0% | +8.8% | +10.7% |
| YTD | +36.7% | +13.5% | +23.1% | +23.8% |
| 1Y | +53.0% | +20.0% | +33.1% | +33.0% |
| All | +121.4% | +77.4% | +44.0% | +51.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling