+227.5%
IGD vs SPY
+859.9%
-632.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +0.5% |
| 7D | +1.4% | -0.9% | +2.3% | +2.1% |
| 30D | +2.9% | -2.4% | +5.2% | +4.8% |
| 3M | -0.4% | -1.2% | +0.8% | +0.4% |
| 6M | +11.8% | +3.3% | +8.5% | +8.4% |
| YTD | +22.5% | +12.3% | +10.2% | +10.7% |
| 1Y | +24.0% | +12.4% | +11.6% | +11.8% |
| 3Y | +81.8% | +78.8% | +3.0% | +8.5% |
| 5Y | +74.7% | +75.2% | -0.5% | +4.1% |
| 10Y | +148.5% | +311.1% | -162.6% | -34.4% |
| All | +227.5% | +859.9% | -632.4% | -60.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling