-48.7%
IGC vs SPY
+304.1%
-352.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.5% |
| 7D | +5.3% | -0.6% | +5.9% | +6.1% |
| 30D | -28.6% | -3.7% | -24.9% | -24.9% |
| 3M | -25.9% | -2.7% | -23.2% | -23.1% |
| 6M | -35.5% | +2.2% | -37.7% | -37.4% |
| YTD | -28.6% | +10.8% | -39.4% | -37.9% |
| 1Y | -47.4% | +11.2% | -58.6% | -54.5% |
| 3Y | -33.3% | +76.5% | -109.8% | -71.3% |
| 5Y | -85.5% | +72.9% | -158.4% | -93.6% |
| 10Y | -48.7% | +304.8% | -353.5% | -94.9% |
| All | -48.7% | +304.1% | -352.8% | -94.9% |
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