+593.3%
IGE vs SPY
+926.0%
-332.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.5% |
| 7D | +2.3% | +3.3% | -1.0% | -1.1% |
| 30D | -4.1% | -2.7% | -1.4% | -1.6% |
| 3M | +0.1% | -1.7% | +1.8% | +1.5% |
| 6M | +2.3% | +3.1% | -0.8% | -1.7% |
| YTD | +26.9% | +11.9% | +15.0% | +11.5% |
| 1Y | +30.1% | +12.0% | +18.1% | +14.1% |
| 3Y | +71.3% | +78.2% | -6.9% | -9.3% |
| 5Y | +120.3% | +73.2% | +47.1% | +17.6% |
| 10Y | +154.0% | +309.6% | -155.6% | -46.5% |
| All | +593.3% | +926.0% | -332.7% | -45.0% |
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