+10.4%
IGI vs SPY
+318.9%
-308.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | -1.3% | -2.0% | +0.7% | -0.8% |
| 30D | -1.1% | -1.7% | +0.5% | -0.8% |
| 3M | -0.9% | +4.7% | -5.7% | -2.0% |
| 6M | -0.9% | +12.5% | -13.4% | -3.7% |
| YTD | -2.1% | +11.7% | -13.8% | -4.7% |
| 1Y | -2.4% | +17.5% | -19.9% | -6.1% |
| 3Y | +13.9% | +76.6% | -62.7% | -1.4% |
| 5Y | -9.7% | +82.0% | -91.7% | -23.2% |
| All | +10.4% | +318.9% | -308.4% | -18.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling