+96.8%
IGI vs SPY
+1,029.0%
-932.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -2.1% | +0.1% | -2.2% | -2.1% |
| 30D | +0.5% | +0.1% | +0.5% | +0.5% |
| 3M | -0.1% | +2.0% | -2.1% | -0.6% |
| 6M | -0.6% | +13.0% | -13.7% | -3.2% |
| YTD | -0.9% | +13.5% | -14.5% | -3.6% |
| 1Y | -0.4% | +20.0% | -20.4% | -4.2% |
| 3Y | +13.2% | +77.2% | -63.9% | -0.1% |
| 5Y | -6.8% | +81.9% | -88.7% | -18.9% |
| 10Y | +15.3% | +314.1% | -298.8% | -16.1% |
| All | +96.8% | +1,029.0% | -932.2% | +22.8% |
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