-86.3%
IGC vs SPY
+67.5%
-153.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.3% | +5.0% | +5.0% |
| 7D | +5.3% | -2.7% | +8.0% | +7.7% |
| 30D | -28.6% | -5.4% | -23.2% | -25.3% |
| 3M | -20.0% | -4.1% | -15.9% | -17.1% |
| 6M | -37.5% | +0.7% | -38.2% | -37.8% |
| YTD | -28.6% | +8.7% | -37.2% | -32.9% |
| 1Y | -48.7% | +10.9% | -59.6% | -52.5% |
| 3Y | -33.3% | +75.0% | -108.3% | -58.8% |
| All | -86.3% | +67.5% | -153.8% | -90.5% |
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