+20.5%
IG vs SPY
+216.3%
-195.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +0.5% | -0.6% | +1.1% | +0.6% |
| 30D | +1.0% | -3.7% | +4.7% | +1.5% |
| 3M | -0.9% | -2.7% | +1.9% | -0.6% |
| 6M | -2.1% | +2.2% | -4.3% | -2.4% |
| YTD | -1.5% | +10.8% | -12.3% | -2.8% |
| 1Y | -0.9% | +11.2% | -12.1% | -2.3% |
| 3Y | +16.9% | +76.5% | -59.6% | +8.2% |
| 5Y | -3.2% | +72.9% | -76.2% | -10.8% |
| All | +20.5% | +216.3% | -195.8% | +4.2% |
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