-39.1%
IGC vs SPY
+318.9%
-358.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.8% |
| 7D | -6.7% | -2.0% | -4.7% | -4.2% |
| 30D | 0.0% | -1.7% | +1.7% | +2.4% |
| 3M | 0.0% | +4.7% | -4.7% | -5.8% |
| 6M | -3.4% | +12.5% | -16.0% | -17.2% |
| YTD | 0.0% | +11.7% | -11.7% | -13.6% |
| 1Y | -31.7% | +17.5% | -49.2% | -44.8% |
| 3Y | -28.2% | +76.6% | -104.8% | -68.7% |
| 5Y | -81.7% | +82.0% | -163.7% | -92.5% |
| All | -39.1% | +318.9% | -358.0% | -89.6% |
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 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