+130.6%
IGM vs SPY
+81.8%
+48.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.9% |
| 7D | +2.1% | +0.5% | +1.6% | +1.3% |
| 30D | -1.0% | -0.9% | -0.1% | +0.3% |
| 3M | +1.6% | +3.9% | -2.3% | -3.3% |
| 6M | +31.9% | +14.5% | +17.4% | +9.9% |
| YTD | +25.5% | +12.9% | +12.6% | +6.8% |
| 1Y | +34.9% | +19.4% | +15.6% | +6.6% |
| 3Y | +144.6% | +78.5% | +66.2% | +12.1% |
| 5Y | +130.6% | +81.8% | +48.8% | +6.6% |
| All | +130.6% | +81.8% | +48.8% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling