+188.2%
IXC vs SPY
+82.0%
+106.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.6% |
| 7D | +2.3% | +0.1% | +2.2% | +2.2% |
| 30D | +9.3% | +0.1% | +9.3% | +9.2% |
| 3M | +6.9% | +2.0% | +4.9% | +5.4% |
| 6M | +13.9% | +13.0% | +0.9% | +5.4% |
| YTD | +41.2% | +13.5% | +27.6% | +30.1% |
| 1Y | +46.1% | +20.0% | +26.1% | +29.7% |
| 3Y | +59.1% | +77.2% | -18.0% | +8.8% |
| All | +188.2% | +82.0% | +106.2% | +91.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling