+132.4%
IXJ vs SPY
+311.3%
-178.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.3% | -2.5% |
| 7D | -2.7% | +0.5% | -3.3% | -3.1% |
| 30D | -0.4% | -0.9% | +0.6% | +0.3% |
| 3M | +8.1% | +3.9% | +4.2% | +5.1% |
| 6M | +6.6% | +14.5% | -7.9% | -3.2% |
| YTD | +5.6% | +12.9% | -7.4% | -3.3% |
| 1Y | +17.2% | +19.4% | -2.2% | +3.1% |
| 3Y | +26.1% | +78.5% | -52.4% | -18.0% |
| 5Y | +23.2% | +81.8% | -58.5% | -21.9% |
| 10Y | +132.4% | +311.5% | -179.1% | -27.3% |
| All | +132.4% | +311.3% | -178.9% | -27.3% |
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