+1,563.7%
IXN vs SPY
+920.0%
+643.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.4% | +1.6% | +1.4% |
| 7D | -2.3% | +0.1% | -2.4% | -2.2% |
| 30D | -14.3% | -3.3% | -11.0% | -10.8% |
| 3M | -8.8% | -2.4% | -6.4% | -6.0% |
| 6M | -3.3% | +2.6% | -5.9% | -4.8% |
| YTD | +22.5% | +11.2% | +11.2% | +11.2% |
| 1Y | +23.1% | +13.4% | +9.8% | +9.7% |
| 3Y | +112.1% | +79.9% | +32.2% | +19.1% |
| 5Y | +112.0% | +72.2% | +39.8% | +26.8% |
| 10Y | +663.5% | +307.3% | +356.2% | +102.5% |
| All | +1,563.7% | +920.0% | +643.7% | +82.6% |
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