-81.6%
IGC vs SPY
+81.8%
-163.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -2.9% |
| 7D | -3.3% | +0.5% | -3.9% | -3.7% |
| 30D | +11.5% | -0.9% | +12.5% | +12.5% |
| 3M | -3.3% | +3.9% | -7.2% | -6.1% |
| 6M | 0.0% | +14.5% | -14.5% | -9.9% |
| YTD | +3.6% | +12.9% | -9.3% | -5.7% |
| 1Y | -31.0% | +19.4% | -50.3% | -39.8% |
| 3Y | -25.6% | +78.5% | -104.1% | -54.9% |
| 5Y | -81.6% | +81.8% | -163.4% | -88.5% |
| All | -81.6% | +81.8% | -163.4% | -88.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling