+624.7%
IGE vs SPY
+941.1%
-316.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.4% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | +10.4% | +0.1% | +10.4% | +10.3% |
| 3M | +7.4% | +2.0% | +5.4% | +4.8% |
| 6M | +7.7% | +13.0% | -5.3% | -6.0% |
| YTD | +32.7% | +13.5% | +19.1% | +15.2% |
| 1Y | +41.6% | +20.0% | +21.6% | +15.9% |
| 3Y | +66.7% | +77.2% | -10.5% | -11.0% |
| 5Y | +161.8% | +81.9% | +79.9% | +33.1% |
| 10Y | +162.5% | +314.1% | -151.6% | -45.1% |
| All | +624.7% | +941.1% | -316.4% | -43.1% |
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