+251.5%
IGIC vs SPY
+228.1%
+23.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.5% |
| 7D | -3.9% | -0.8% | -3.1% | -3.6% |
| 30D | -2.3% | -1.1% | -1.2% | -1.8% |
| 3M | +1.1% | +3.9% | -2.8% | -0.8% |
| 6M | +14.4% | +13.6% | +0.8% | +7.9% |
| YTD | +9.6% | +12.7% | -3.1% | +3.5% |
| 1Y | +13.4% | +17.5% | -4.1% | +5.1% |
| 3Y | +183.7% | +76.9% | +106.8% | +120.6% |
| 5Y | +259.4% | +83.6% | +175.9% | +171.8% |
| All | +251.5% | +228.1% | +23.4% | +91.8% |
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 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