+136.7%
IXC vs SPY
+67.4%
+69.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.6% |
| 7D | -11.2% | -2.7% | -8.5% | -9.9% |
| 30D | -2.1% | -5.4% | +3.3% | +0.6% |
| 3M | +5.4% | -4.1% | +9.4% | +7.4% |
| 6M | +6.1% | +0.7% | +5.4% | +4.9% |
| YTD | +37.9% | +8.7% | +29.2% | +29.8% |
| 1Y | +41.4% | +10.9% | +30.5% | +31.4% |
| 3Y | +59.2% | +75.0% | -15.8% | +9.1% |
| All | +136.7% | +67.4% | +69.4% | +65.6% |
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