-1.5%
IGIB vs SPY
+11.8%
-13.3%
-4.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -1.4% | +3.3% | -4.7% | -1.8% |
| 30D | +0.8% | -2.7% | +3.4% | +1.2% |
| 3M | -1.8% | -1.7% | 0.0% | -1.6% |
| 6M | -2.1% | +3.1% | -5.2% | -2.7% |
| YTD | -2.0% | +11.9% | -13.9% | -4.3% |
| 1Y | -1.5% | +12.0% | -13.5% | -3.8% |
| All | -1.5% | +11.8% | -13.3% | -3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling