+2.7%
IXC vs SPY
+2.1%
+0.6%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.4% | +1.9% | -4.4% |
| 7D | -9.4% | -4.7% | -4.7% | -11.2% |
| 30D | -2.3% | -5.9% | +3.6% | -4.9% |
| 3M | +7.2% | -4.5% | +11.7% | +5.2% |
| 6M | +2.7% | +1.8% | +0.9% | +9.2% |
| All | +2.7% | +2.1% | +0.6% | +9.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling