+633.3%
IXN vs SPY
+312.9%
+320.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.6% |
| 7D | -8.2% | -2.7% | -5.5% | -4.8% |
| 30D | -18.8% | -5.4% | -13.4% | -12.5% |
| 3M | -11.3% | -4.1% | -7.2% | -6.0% |
| 6M | -4.0% | +0.7% | -4.7% | -3.6% |
| YTD | +17.8% | +8.7% | +9.2% | +8.0% |
| 1Y | +18.0% | +10.9% | +7.1% | +5.6% |
| 3Y | +106.0% | +75.0% | +31.0% | +7.0% |
| 5Y | +104.6% | +67.8% | +36.8% | +13.4% |
| All | +633.3% | +312.9% | +320.5% | +49.1% |
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