+29.7%
IXJ vs SPY
+77.4%
-47.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +3.8% | +0.1% | +3.7% | +3.7% |
| 3M | +11.3% | +2.0% | +9.3% | +10.2% |
| 6M | +6.5% | +13.0% | -6.5% | 0.0% |
| YTD | +8.7% | +13.5% | -4.9% | +1.8% |
| 1Y | +21.2% | +20.0% | +1.2% | +10.4% |
| All | +29.7% | +77.4% | -47.7% | -7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling