+111.9%
IXN vs SPY
+72.1%
+39.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.2% |
| 7D | +3.7% | +2.6% | +1.1% | +0.1% |
| 30D | -10.2% | -2.0% | -8.2% | -7.3% |
| 3M | -11.1% | -2.8% | -8.3% | -7.0% |
| 6M | -3.8% | +2.1% | -5.9% | -5.3% |
| YTD | +22.2% | +11.5% | +10.7% | +7.5% |
| 1Y | +23.3% | +13.5% | +9.8% | +6.1% |
| 3Y | +107.7% | +77.7% | +30.0% | +1.5% |
| All | +111.9% | +72.1% | +39.8% | +10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling