+355.6%
IXG vs SPY
+896.4%
-540.8%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.3% |
| 7D | +0.7% | -2.7% | +3.4% | +3.7% |
| 30D | +3.1% | -5.4% | +8.5% | +9.4% |
| 3M | -3.4% | -4.1% | +0.7% | +1.0% |
| 6M | +7.7% | +0.7% | +7.0% | +6.4% |
| YTD | +9.2% | +8.7% | +0.5% | -0.9% |
| 1Y | +16.2% | +10.9% | +5.3% | +3.1% |
| 3Y | +96.3% | +75.0% | +21.3% | +2.8% |
| 5Y | +80.5% | +67.8% | +12.7% | -2.5% |
| 10Y | +228.1% | +312.9% | -84.8% | -39.0% |
| All | +355.6% | +896.4% | -540.8% | -68.2% |
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 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