+1,809.0%
IGM vs SPY
+936.4%
+872.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.3% | +1.7% | +1.5% |
| 7D | +0.2% | -0.9% | +1.1% | +1.5% |
| 30D | -11.3% | -2.4% | -8.9% | -8.5% |
| 3M | -6.8% | -1.2% | -5.7% | -5.2% |
| 6M | -2.7% | +3.3% | -6.0% | -5.3% |
| YTD | +17.1% | +12.3% | +4.8% | +4.1% |
| 1Y | +15.4% | +12.4% | +3.0% | +2.5% |
| 3Y | +123.3% | +78.8% | +44.5% | +20.2% |
| 5Y | +110.2% | +75.2% | +35.0% | +18.8% |
| 10Y | +678.4% | +311.1% | +367.3% | +78.7% |
| All | +1,809.0% | +936.4% | +872.6% | +72.7% |
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