+140.7%
IXP vs SPY
+315.0%
-174.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.3% | 0.0% |
| 7D | +4.7% | +0.1% | +4.6% | +4.5% |
| 30D | -4.8% | -3.3% | -1.5% | -2.1% |
| 3M | -5.3% | -2.4% | -2.9% | -3.4% |
| 6M | -10.0% | +2.6% | -12.6% | -12.2% |
| YTD | -7.2% | +11.2% | -18.5% | -15.8% |
| 1Y | -3.9% | +13.4% | -17.3% | -14.3% |
| 3Y | +68.9% | +79.9% | -11.0% | -0.3% |
| 5Y | +41.2% | +72.2% | -31.0% | -13.4% |
| 10Y | +140.7% | +307.3% | -166.7% | -25.4% |
| All | +140.7% | +315.0% | -174.4% | -25.4% |
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