+58.0%
IGHG vs SPY
+442.8%
-384.8%
-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% | +0.4% | +0.1% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | -0.1% | +0.1% | -0.1% | -0.1% |
| 3M | 0.0% | +2.0% | -1.9% | -0.4% |
| 6M | +2.4% | +13.0% | -10.7% | -0.1% |
| YTD | +2.4% | +13.5% | -11.2% | -0.1% |
| 1Y | +3.8% | +20.0% | -16.1% | +0.2% |
| 3Y | +23.3% | +77.2% | -53.9% | +9.7% |
| 5Y | +29.9% | +81.9% | -51.9% | +14.4% |
| 10Y | +54.7% | +314.1% | -259.3% | +17.1% |
| All | +58.0% | +442.8% | -384.8% | +16.1% |
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