+120.3%
IGE vs SPY
+74.0%
+46.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.3% |
| 7D | +2.3% | +3.3% | -1.0% | +0.1% |
| 30D | -4.1% | -2.7% | -1.4% | -2.4% |
| 3M | +0.1% | -1.7% | +1.8% | +1.1% |
| 6M | +2.3% | +3.1% | -0.8% | -0.3% |
| YTD | +26.9% | +11.9% | +15.0% | +16.4% |
| 1Y | +30.1% | +12.0% | +18.1% | +19.3% |
| 3Y | +71.3% | +78.2% | -6.9% | +10.8% |
| 5Y | +120.3% | +73.2% | +47.1% | +42.8% |
| All | +120.3% | +74.0% | +46.3% | +42.8% |
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 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