+25.6%
IXJ vs SPY
+11.9%
+13.7%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +2.7% | -0.6% | +3.3% | +2.9% |
| 30D | +11.4% | -3.7% | +15.1% | +12.8% |
| 3M | +11.1% | -2.7% | +13.8% | +12.0% |
| 6M | +26.6% | +2.2% | +24.4% | +24.9% |
| YTD | +19.1% | +10.8% | +8.3% | +11.2% |
| 1Y | +25.6% | +11.2% | +14.4% | +17.0% |
| All | +25.6% | +11.9% | +13.7% | +17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling