+172.4%
IXJ vs SPY
+315.0%
-142.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | +0.2% |
| 7D | +2.1% | +0.1% | +2.0% | +2.0% |
| 30D | +11.4% | -3.3% | +14.8% | +13.9% |
| 3M | +12.4% | -2.4% | +14.8% | +14.1% |
| 6M | +26.6% | +2.6% | +24.1% | +23.9% |
| YTD | +19.1% | +11.2% | +7.8% | +10.1% |
| 1Y | +26.8% | +13.4% | +13.4% | +15.6% |
| 3Y | +49.7% | +79.9% | -30.2% | -3.2% |
| 5Y | +40.8% | +72.2% | -31.4% | -6.9% |
| 10Y | +172.4% | +307.3% | -134.9% | -9.4% |
| All | +172.4% | +315.0% | -142.6% | -9.4% |
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