+137.7%
IGF vs SPY
+619.6%
-481.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.4% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | -1.5% | +0.1% | -1.5% | -1.6% |
| 3M | -1.1% | +2.0% | -3.1% | -3.0% |
| 6M | -3.2% | +13.0% | -16.2% | -13.1% |
| YTD | +7.6% | +13.5% | -6.0% | -3.9% |
| 1Y | +12.1% | +20.0% | -7.9% | -4.6% |
| 3Y | +58.0% | +77.2% | -19.2% | -6.1% |
| 5Y | +59.7% | +81.9% | -22.2% | -9.1% |
| 10Y | +111.9% | +314.1% | -202.1% | -44.5% |
| All | +137.7% | +619.6% | -481.9% | -66.5% |
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 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