+552.6%
IXJ vs SPY
+896.4%
-343.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | -0.2% |
| 7D | +0.3% | -2.7% | +3.0% | +2.2% |
| 30D | +10.4% | -5.4% | +15.8% | +14.6% |
| 3M | +11.5% | -4.1% | +15.6% | +14.7% |
| 6M | +22.7% | +0.7% | +22.0% | +21.5% |
| YTD | +17.0% | +8.7% | +8.3% | +9.6% |
| 1Y | +24.8% | +10.9% | +13.9% | +15.2% |
| 3Y | +44.7% | +75.0% | -30.3% | -5.1% |
| 5Y | +38.6% | +67.8% | -29.2% | -7.6% |
| 10Y | +183.0% | +312.9% | -129.9% | -3.4% |
| All | +552.6% | +896.4% | -343.9% | +8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling