+321.5%
IGA vs SPY
+846.0%
-524.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.1% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | +4.7% | +0.1% | +4.6% | +4.6% |
| 3M | +10.8% | +2.0% | +8.8% | +8.9% |
| 6M | +11.4% | +13.0% | -1.6% | +0.7% |
| YTD | +16.1% | +13.5% | +2.6% | +4.4% |
| 1Y | +17.5% | +20.0% | -2.4% | +1.0% |
| 3Y | +71.6% | +77.2% | -5.6% | +5.9% |
| 5Y | +69.3% | +81.9% | -12.5% | +0.6% |
| 10Y | +169.1% | +314.1% | -145.0% | -23.1% |
| All | +321.5% | +846.0% | -524.4% | -37.2% |
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