+279.8%
IDGT vs SPY
+911.2%
-631.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +2.1% |
| 7D | +2.0% | +0.5% | +1.4% | +1.3% |
| 30D | -0.4% | -0.9% | +0.6% | +0.7% |
| 3M | -7.6% | +3.9% | -11.5% | -11.4% |
| 6M | +21.5% | +14.5% | +7.0% | +4.6% |
| YTD | +36.4% | +12.9% | +23.5% | +19.3% |
| 1Y | +39.1% | +19.4% | +19.8% | +14.4% |
| 3Y | +83.2% | +78.5% | +4.7% | -5.0% |
| 5Y | +68.0% | +81.8% | -13.7% | -14.4% |
| 10Y | +210.8% | +311.5% | -100.7% | -38.9% |
| All | +279.8% | +911.2% | -631.4% | -73.9% |
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 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