+93.2%
IGLB vs SPY
+806.2%
-713.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | -0.1% |
| 7D | +0.2% | -2.7% | +2.9% | +0.4% |
| 30D | +3.6% | -5.4% | +9.0% | +4.0% |
| 3M | -1.0% | -4.1% | +3.0% | -0.7% |
| 6M | -3.4% | +0.7% | -4.1% | -3.4% |
| YTD | -2.7% | +8.7% | -11.3% | -3.3% |
| 1Y | -3.3% | +10.9% | -14.1% | -4.1% |
| 3Y | +17.9% | +75.0% | -57.1% | +13.3% |
| 5Y | -16.3% | +67.8% | -84.1% | -20.0% |
| 10Y | +18.0% | +312.9% | -294.8% | +19.7% |
| All | +93.2% | +806.2% | -713.0% | +133.0% |
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