+16.2%
IFGL vs SPY
+648.2%
-632.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 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% | -0.9% |
| 6M | -6.8% | +13.0% | -19.8% | -15.7% |
| YTD | -1.0% | +13.5% | -14.6% | -10.8% |
| 1Y | +2.6% | +20.0% | -17.3% | -11.7% |
| 3Y | +25.0% | +77.2% | -52.2% | -23.4% |
| 5Y | -13.2% | +81.9% | -95.0% | -48.9% |
| 10Y | +12.7% | +314.1% | -301.3% | -70.0% |
| All | +16.2% | +648.2% | -632.1% | -83.8% |
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 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