+213.0%
IXG vs SPY
+304.1%
-91.1%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.5% |
| 7D | +2.5% | -0.6% | +3.1% | +3.0% |
| 30D | +4.4% | -3.7% | +8.1% | +8.0% |
| 3M | -0.7% | -2.7% | +2.1% | +1.9% |
| 6M | +11.6% | +2.2% | +9.5% | +9.0% |
| YTD | +11.8% | +10.8% | +1.0% | +1.2% |
| 1Y | +17.3% | +11.2% | +6.0% | +5.7% |
| 3Y | +101.2% | +76.5% | +24.7% | +15.1% |
| 5Y | +86.0% | +72.9% | +13.0% | +7.9% |
| 10Y | +213.0% | +304.8% | -91.8% | -26.7% |
| All | +213.0% | +304.1% | -91.1% | -26.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling