-50.0%
IGC vs SPY
+12.1%
-62.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | -10.0% | +2.6% | -12.6% | -12.1% |
| 30D | -28.0% | -2.0% | -26.0% | -26.6% |
| 3M | -37.9% | -2.8% | -35.1% | -36.2% |
| 6M | -40.0% | +2.1% | -42.1% | -41.0% |
| YTD | -35.7% | +11.5% | -47.2% | -40.6% |
| 1Y | -50.0% | +13.5% | -63.5% | -54.8% |
| All | -50.0% | +12.1% | -62.1% | -54.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling