+23.2%
IGLB vs SPY
+308.5%
-285.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | -1.8% | +3.3% | -5.1% | -2.5% |
| 30D | +1.4% | -2.7% | +4.1% | +1.9% |
| 3M | -1.9% | -1.7% | -0.1% | -1.6% |
| 6M | -3.9% | +3.1% | -7.0% | -4.6% |
| YTD | -4.0% | +11.9% | -15.9% | -6.3% |
| 1Y | -4.7% | +12.0% | -16.7% | -7.1% |
| 3Y | +14.8% | +78.2% | -63.4% | +1.5% |
| 5Y | -16.0% | +73.2% | -89.2% | -26.0% |
| All | +23.2% | +308.5% | -285.3% | -1.1% |
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