+658.6%
IXC vs SPY
+893.3%
-234.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.4% | +1.9% | +1.8% |
| 7D | -9.4% | -4.7% | -4.7% | -5.3% |
| 30D | -2.3% | -5.9% | +3.6% | +3.4% |
| 3M | +7.2% | -4.5% | +11.7% | +11.5% |
| 6M | +2.7% | +1.8% | +0.9% | -0.5% |
| YTD | +38.4% | +8.3% | +30.1% | +25.0% |
| 1Y | +42.9% | +9.3% | +33.5% | +27.6% |
| 3Y | +58.8% | +74.9% | -16.1% | -13.9% |
| 5Y | +139.1% | +67.3% | +71.8% | +32.3% |
| 10Y | +170.7% | +311.6% | -140.9% | -40.7% |
| All | +658.6% | +893.3% | -234.8% | -29.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling