+506.0%
IXJ vs SPY
+941.1%
-435.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.8% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | +3.8% | +0.1% | +3.7% | +3.7% |
| 3M | +11.3% | +2.0% | +9.3% | +9.4% |
| 6M | +6.5% | +13.0% | -6.5% | -2.7% |
| YTD | +8.7% | +13.5% | -4.9% | -1.1% |
| 1Y | +21.2% | +20.0% | +1.2% | +5.9% |
| 3Y | +28.4% | +77.2% | -48.8% | -16.4% |
| 5Y | +25.5% | +81.9% | -56.4% | -20.9% |
| 10Y | +140.5% | +314.1% | -173.6% | -17.9% |
| All | +506.0% | +941.1% | -435.1% | -2.4% |
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