+146.0%
IXP vs SPY
+304.1%
-158.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | 0.0% |
| 7D | +3.7% | -0.6% | +4.3% | +4.1% |
| 30D | -5.1% | -3.7% | -1.4% | -2.1% |
| 3M | -5.5% | -2.7% | -2.7% | -3.3% |
| 6M | -10.3% | +2.2% | -12.5% | -12.2% |
| YTD | -7.5% | +10.8% | -18.4% | -15.8% |
| 1Y | -5.8% | +11.2% | -17.0% | -14.5% |
| 3Y | +66.5% | +76.5% | -10.0% | -0.1% |
| 5Y | +41.9% | +72.9% | -31.1% | -13.3% |
| 10Y | +146.0% | +304.8% | -158.8% | -23.4% |
| All | +146.0% | +304.1% | -158.1% | -23.4% |
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 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