+222.9%
IGD vs SPY
+856.5%
-633.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.1% |
| 7D | +3.1% | +3.3% | -0.2% | +0.3% |
| 30D | +1.3% | -2.7% | +4.0% | +3.5% |
| 3M | -1.8% | -1.7% | 0.0% | -0.5% |
| 6M | +10.8% | +3.1% | +7.7% | +7.6% |
| YTD | +20.8% | +11.9% | +8.9% | +9.4% |
| 1Y | +22.5% | +12.0% | +10.5% | +10.8% |
| 3Y | +79.3% | +78.2% | +1.1% | +7.3% |
| 5Y | +71.1% | +73.2% | -2.1% | +3.0% |
| 10Y | +145.0% | +309.6% | -164.6% | -35.1% |
| All | +222.9% | +856.5% | -633.5% | -60.8% |
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 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