+221.8%
IGD vs SPY
+870.6%
-648.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.9% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | +0.5% | +0.1% | +0.4% | +0.4% |
| 3M | +6.5% | +2.0% | +4.5% | +4.5% |
| 6M | +13.6% | +13.0% | +0.6% | +2.2% |
| YTD | +20.4% | +13.5% | +6.8% | +7.9% |
| 1Y | +20.6% | +20.0% | +0.6% | +3.0% |
| 3Y | +73.7% | +77.2% | -3.5% | +4.5% |
| 5Y | +68.6% | +81.9% | -13.2% | -2.7% |
| 10Y | +137.0% | +314.1% | -177.0% | -37.7% |
| All | +221.8% | +870.6% | -648.8% | -61.4% |
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