+65.4%
IXC vs SPY
+78.0%
-12.7%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -0.6% |
| 7D | -7.4% | +0.1% | -7.5% | -7.5% |
| 30D | -4.5% | -3.3% | -1.1% | -3.3% |
| 3M | +6.7% | -2.4% | +9.1% | +7.5% |
| 6M | +9.3% | +2.6% | +6.7% | +7.5% |
| YTD | +38.3% | +11.2% | +27.1% | +30.2% |
| 1Y | +39.4% | +13.4% | +26.0% | +29.6% |
| 3Y | +65.4% | +79.9% | -14.5% | +14.9% |
| All | +65.4% | +78.0% | -12.7% | +14.9% |
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