-99.8%
IXHL vs SPY
+88.3%
-188.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.5% | +4.4% | +4.1% |
| 7D | +6.0% | +0.5% | +5.4% | +5.7% |
| 30D | +6.8% | -0.9% | +7.8% | +7.2% |
| 3M | -0.9% | +3.9% | -4.8% | -2.4% |
| 6M | -13.6% | +14.5% | -28.1% | -17.4% |
| YTD | -68.6% | +12.9% | -81.5% | -69.9% |
| 1Y | -80.7% | +19.4% | -100.1% | -81.7% |
| 3Y | -97.9% | +78.5% | -176.3% | -98.2% |
| All | -99.8% | +88.3% | -188.1% | -99.8% |
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 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