+64.5%
IXUS vs SPY
+74.5%
-10.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.4% | +0.7% | -0.2% |
| 7D | -3.5% | -4.7% | +1.2% | +0.2% |
| 30D | -5.9% | -5.9% | +0.1% | -1.2% |
| 3M | -6.5% | -4.5% | -1.9% | -2.9% |
| 6M | -2.2% | +1.8% | -4.0% | -3.3% |
| YTD | +8.2% | +8.3% | -0.1% | +2.3% |
| 1Y | +11.6% | +9.3% | +2.3% | +4.8% |
| All | +64.5% | +74.5% | -10.0% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling