+1,751.4%
IXN vs SPY
+941.1%
+810.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.6% |
| 7D | +1.7% | +0.1% | +1.5% | +1.5% |
| 30D | +2.1% | +0.1% | +2.1% | +2.1% |
| 3M | -2.0% | +2.0% | -4.0% | -3.4% |
| 6M | +34.7% | +13.0% | +21.7% | +19.5% |
| YTD | +36.3% | +13.5% | +22.7% | +20.5% |
| 1Y | +50.9% | +20.0% | +31.0% | +26.3% |
| 3Y | +134.6% | +77.2% | +57.4% | +33.1% |
| 5Y | +143.4% | +81.9% | +61.5% | +37.1% |
| 10Y | +755.1% | +314.1% | +441.1% | +121.8% |
| All | +1,751.4% | +941.1% | +810.2% | +97.9% |
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