+313.7%
IGA vs SPY
+828.8%
-515.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.9% |
| 7D | +1.6% | +2.6% | -1.0% | -0.5% |
| 30D | +2.3% | -2.0% | +4.2% | +3.8% |
| 3M | +0.8% | -2.8% | +3.6% | +2.9% |
| 6M | +11.1% | +2.1% | +8.9% | +8.8% |
| YTD | +13.9% | +11.5% | +2.4% | +3.8% |
| 1Y | +17.6% | +13.5% | +4.2% | +5.6% |
| 3Y | +70.8% | +77.7% | -6.9% | +5.1% |
| 5Y | +63.2% | +72.6% | -9.4% | +1.1% |
| 10Y | +168.6% | +308.2% | -139.6% | -22.4% |
| All | +313.7% | +828.8% | -515.2% | -37.6% |
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