+177.8%
IXC vs SPY
+307.0%
-129.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +1.1% |
| 7D | +4.1% | +2.6% | +1.5% | +1.7% |
| 30D | -4.4% | -2.0% | -2.5% | -3.1% |
| 3M | +6.0% | -2.8% | +8.8% | +8.1% |
| 6M | +9.8% | +2.1% | +7.6% | +6.5% |
| YTD | +43.4% | +11.5% | +32.0% | +27.6% |
| 1Y | +42.8% | +13.5% | +29.4% | +24.8% |
| 3Y | +68.3% | +77.7% | -9.4% | -6.5% |
| 5Y | +151.8% | +72.6% | +79.2% | +41.7% |
| All | +177.8% | +307.0% | -129.3% | -35.1% |
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