-33.3%
IGC vs SPY
+78.0%
-111.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -1.4% |
| 7D | +5.3% | +0.1% | +5.2% | +5.3% |
| 30D | -28.6% | -3.3% | -25.2% | -27.1% |
| 3M | -23.1% | -2.4% | -20.7% | -21.9% |
| 6M | -35.5% | +2.6% | -38.0% | -36.2% |
| YTD | -28.6% | +11.2% | -39.8% | -32.2% |
| 1Y | -45.9% | +13.4% | -59.3% | -49.2% |
| 3Y | -33.3% | +79.9% | -113.2% | -41.7% |
| All | -33.3% | +78.0% | -111.3% | -41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling