-99.9%
IXHL vs SPY
+84.8%
-184.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -0.4% | -7.9% | -8.1% |
| 7D | -19.8% | -0.6% | -19.2% | -19.5% |
| 30D | -35.2% | -3.7% | -31.5% | -34.1% |
| 3M | -37.8% | -2.7% | -35.0% | -37.0% |
| 6M | -56.1% | +2.2% | -58.3% | -56.5% |
| YTD | -81.3% | +10.8% | -92.1% | -81.9% |
| 1Y | -81.5% | +11.2% | -92.7% | -82.1% |
| 3Y | -98.5% | +76.5% | -175.0% | -98.7% |
| All | -99.9% | +84.8% | -184.7% | -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 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