+11.9%
IFGL vs SPY
+616.1%
-604.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -2.1% |
| 7D | +2.1% | -2.7% | +4.8% | +4.1% |
| 30D | +5.2% | -5.4% | +10.6% | +9.8% |
| 3M | -6.0% | -4.1% | -1.9% | -3.0% |
| 6M | -9.3% | +0.7% | -10.0% | -10.3% |
| YTD | -4.7% | +8.7% | -13.4% | -11.3% |
| 1Y | -1.9% | +10.9% | -12.8% | -10.2% |
| 3Y | +24.7% | +75.0% | -50.3% | -23.2% |
| 5Y | -14.7% | +67.8% | -82.5% | -46.4% |
| 10Y | +16.4% | +312.9% | -296.4% | -69.2% |
| All | +11.9% | +616.1% | -604.3% | -83.9% |
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