+394.3%
IXP vs SPY
+941.1%
-546.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.1% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | +0.5% | +0.1% | +0.5% | +0.5% |
| 3M | -1.8% | +2.0% | -3.8% | -3.5% |
| 6M | -2.2% | +13.0% | -15.2% | -11.9% |
| YTD | -1.7% | +13.5% | -15.3% | -11.8% |
| 1Y | +0.5% | +20.0% | -19.5% | -13.9% |
| 3Y | +78.1% | +77.2% | +0.9% | +9.4% |
| 5Y | +43.4% | +81.9% | -38.5% | -13.5% |
| 10Y | +136.6% | +314.1% | -177.4% | -28.2% |
| All | +394.3% | +941.1% | -546.8% | -32.5% |
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