+28.7%
IGEB vs SPY
+253.9%
-225.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | +0.2% | -0.6% | +0.7% | +0.2% |
| 30D | +1.1% | -3.7% | +4.8% | +1.5% |
| 3M | -1.1% | -2.7% | +1.7% | -0.8% |
| 6M | -2.0% | +2.2% | -4.1% | -2.2% |
| YTD | -1.4% | +10.8% | -12.3% | -2.6% |
| 1Y | -0.8% | +11.2% | -12.0% | -2.0% |
| 3Y | +18.4% | +76.5% | -58.1% | +10.8% |
| 5Y | +2.1% | +72.9% | -70.9% | -4.8% |
| All | +28.7% | +253.9% | -225.2% | +13.6% |
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