-99.9%
IXHL vs SPY
+85.5%
-185.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.4% | -4.6% | -3.2% |
| 7D | -8.0% | +0.1% | -8.1% | -7.9% |
| 30D | -29.4% | -3.3% | -26.0% | -28.3% |
| 3M | -30.6% | -2.4% | -28.2% | -29.9% |
| 6M | -52.2% | +2.6% | -54.7% | -52.6% |
| YTD | -79.6% | +11.2% | -90.8% | -80.3% |
| 1Y | -79.0% | +13.4% | -92.4% | -79.8% |
| 3Y | -98.4% | +79.9% | -178.3% | -98.7% |
| All | -99.9% | +85.5% | -185.4% | -99.9% |
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