+161.7%
IXC vs SPY
+315.0%
-153.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -1.7% |
| 7D | -7.4% | +0.1% | -7.5% | -7.6% |
| 30D | -4.5% | -3.3% | -1.1% | -1.9% |
| 3M | +6.7% | -2.4% | +9.1% | +8.4% |
| 6M | +9.3% | +2.6% | +6.7% | +5.6% |
| YTD | +38.3% | +11.2% | +27.1% | +23.2% |
| 1Y | +39.4% | +13.4% | +26.0% | +21.9% |
| 3Y | +65.4% | +79.9% | -14.5% | -9.3% |
| 5Y | +136.6% | +72.2% | +64.4% | +33.4% |
| 10Y | +161.7% | +307.3% | -145.6% | -40.0% |
| All | +161.7% | +315.0% | -153.3% | -40.0% |
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