+170.0%
IGA vs SPY
+307.0%
-137.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | +1.6% | +2.6% | -1.0% | -0.2% |
| 30D | +2.3% | -2.0% | +4.2% | +3.6% |
| 3M | +0.8% | -2.8% | +3.6% | +2.6% |
| 6M | +11.1% | +2.1% | +8.9% | +9.1% |
| YTD | +13.9% | +11.5% | +2.4% | +5.2% |
| 1Y | +17.6% | +13.5% | +4.2% | +7.2% |
| 3Y | +70.8% | +77.7% | -6.9% | +11.9% |
| 5Y | +63.2% | +72.6% | -9.4% | +8.2% |
| All | +170.0% | +307.0% | -137.0% | -8.1% |
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