+67.2%
IDGT vs SPY
+79.8%
-12.6%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.1% |
| 7D | -0.6% | -2.0% | +1.4% | +1.6% |
| 30D | -3.9% | -1.7% | -2.2% | -2.1% |
| 3M | -6.3% | +4.7% | -11.1% | -10.7% |
| 6M | +15.7% | +12.5% | +3.2% | +2.6% |
| YTD | +33.2% | +11.7% | +21.5% | +19.0% |
| 1Y | +32.3% | +17.5% | +14.8% | +12.1% |
| 3Y | +78.9% | +76.6% | +2.4% | -2.6% |
| 5Y | +67.2% | +82.0% | -14.8% | -10.8% |
| All | +67.2% | +79.8% | -12.6% | -10.8% |
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