+173.9%
IXJ vs SPY
+311.8%
-137.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -1.0% |
| 7D | -0.6% | -0.9% | +0.3% | 0.0% |
| 30D | +10.7% | -2.4% | +13.1% | +12.4% |
| 3M | +11.4% | -1.2% | +12.5% | +12.1% |
| 6M | +27.0% | +3.3% | +23.7% | +23.6% |
| YTD | +19.0% | +12.3% | +6.7% | +9.3% |
| 1Y | +22.6% | +12.4% | +10.1% | +12.4% |
| 3Y | +48.9% | +78.8% | -29.9% | -3.2% |
| 5Y | +40.9% | +75.2% | -34.2% | -8.0% |
| 10Y | +173.9% | +311.1% | -137.2% | -8.9% |
| All | +173.9% | +311.8% | -137.9% | -8.9% |
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 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