+58.0%
IGHG vs SPY
+429.8%
-371.8%
-25.2%
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% | +0.2% |
| 7D | +0.5% | -0.6% | +1.1% | +0.6% |
| 30D | -0.5% | -3.7% | +3.1% | +0.1% |
| 3M | +0.1% | -2.7% | +2.8% | +0.5% |
| 6M | +0.9% | +2.2% | -1.3% | +0.4% |
| YTD | +2.4% | +10.8% | -8.4% | +0.3% |
| 1Y | +3.3% | +11.2% | -8.0% | +1.0% |
| 3Y | +20.7% | +76.5% | -55.8% | +7.5% |
| 5Y | +29.6% | +72.9% | -43.3% | +15.2% |
| 10Y | +53.6% | +304.8% | -251.2% | +16.7% |
| All | +58.0% | +429.8% | -371.8% | +16.5% |
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