+65.1%
IGBH vs SPY
+370.2%
-305.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +0.1% | +0.5% | -0.4% | 0.0% |
| 30D | +0.9% | -0.9% | +1.9% | +1.1% |
| 3M | +0.7% | +3.9% | -3.2% | -0.2% |
| 6M | +4.4% | +14.5% | -10.1% | +1.0% |
| YTD | +2.9% | +12.9% | -10.0% | -0.2% |
| 1Y | +6.2% | +19.4% | -13.2% | +1.6% |
| 3Y | +24.3% | +78.5% | -54.1% | +7.6% |
| 5Y | +30.3% | +81.8% | -51.4% | +11.5% |
| 10Y | +63.5% | +311.5% | -248.0% | +21.3% |
| All | +65.1% | +370.2% | -305.1% | +22.8% |
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