+732.5%
IGM vs SPY
+318.9%
+413.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.4% |
| 7D | -0.4% | -2.0% | +1.5% | +2.1% |
| 30D | -1.2% | -1.7% | +0.5% | +1.0% |
| 3M | +4.8% | +4.7% | 0.0% | -0.8% |
| 6M | +28.2% | +12.5% | +15.7% | +11.4% |
| YTD | +24.2% | +11.7% | +12.5% | +9.0% |
| 1Y | +31.4% | +17.5% | +14.0% | +8.7% |
| 3Y | +142.0% | +76.6% | +65.4% | +23.3% |
| 5Y | +130.3% | +82.0% | +48.2% | +15.8% |
| All | +732.5% | +318.9% | +413.6% | +66.6% |
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