+223.1%
IGIC vs SPY
+225.8%
-2.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +1.9% | +1.7% |
| 7D | -1.1% | +3.3% | -4.4% | -2.5% |
| 30D | -2.7% | -2.7% | 0.0% | -1.7% |
| 3M | -10.2% | -1.7% | -8.4% | -9.6% |
| 6M | -3.4% | +3.1% | -6.5% | -5.0% |
| YTD | +0.7% | +11.9% | -11.2% | -4.7% |
| 1Y | +10.0% | +12.0% | -2.0% | +4.0% |
| 3Y | +159.6% | +78.2% | +81.4% | +101.2% |
| 5Y | +248.9% | +73.2% | +175.6% | +172.4% |
| All | +223.1% | +225.8% | -2.8% | +76.6% |
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