+11.2%
IFGL vs SPY
+313.2%
-301.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | -2.9% | +0.1% | -2.9% | -2.9% |
| 3M | +0.9% | +2.0% | -1.1% | -0.4% |
| 6M | -6.8% | +13.0% | -19.8% | -13.4% |
| YTD | -1.0% | +13.5% | -14.6% | -8.3% |
| 1Y | +2.6% | +20.0% | -17.3% | -8.1% |
| 3Y | +25.0% | +77.2% | -52.2% | -12.7% |
| 5Y | -13.2% | +81.9% | -95.0% | -41.0% |
| All | +11.2% | +313.2% | -301.9% | -54.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling