+153.6%
IGE vs SPY
+307.0%
-153.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.9% |
| 7D | +2.7% | +2.6% | +0.1% | +0.4% |
| 30D | -2.7% | -2.0% | -0.7% | -1.2% |
| 3M | +1.3% | -2.8% | +4.0% | +3.5% |
| 6M | +3.1% | +2.1% | +1.0% | +0.4% |
| YTD | +27.7% | +11.5% | +16.2% | +14.2% |
| 1Y | +31.9% | +13.5% | +18.4% | +16.0% |
| 3Y | +71.5% | +77.7% | -6.2% | -3.4% |
| 5Y | +121.7% | +72.6% | +49.1% | +26.8% |
| All | +153.6% | +307.0% | -153.4% | -39.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling