+42.8%
IXP vs SPY
+74.6%
-31.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | -0.8% |
| 7D | +1.2% | -0.9% | +2.1% | +1.9% |
| 30D | -5.3% | -2.4% | -3.0% | -3.4% |
| 3M | -4.3% | -1.2% | -3.2% | -3.4% |
| 6M | -8.4% | +3.3% | -11.7% | -11.4% |
| YTD | -7.1% | +12.3% | -19.4% | -17.0% |
| 1Y | -6.3% | +12.4% | -18.7% | -16.4% |
| 3Y | +67.3% | +78.8% | -11.6% | -5.8% |
| 5Y | +42.8% | +75.2% | -32.3% | -17.8% |
| All | +42.8% | +74.6% | -31.8% | -17.8% |
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