+197.4%
IXUS vs SPY
+588.2%
-390.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.9% |
| 7D | +1.0% | +0.1% | +0.9% | +0.9% |
| 30D | +2.1% | +0.1% | +2.0% | +2.1% |
| 3M | +3.0% | +2.0% | +1.0% | +1.4% |
| 6M | +10.8% | +13.0% | -2.2% | +0.4% |
| YTD | +18.1% | +13.5% | +4.6% | +6.6% |
| 1Y | +27.6% | +20.0% | +7.7% | +10.1% |
| 3Y | +74.0% | +77.2% | -3.1% | +7.3% |
| 5Y | +53.9% | +81.9% | -28.0% | -8.0% |
| 10Y | +150.1% | +314.1% | -164.0% | -30.1% |
| All | +197.4% | +588.2% | -390.8% | -45.7% |
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