+1,943.1%
IGM vs SPY
+947.9%
+995.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.9% |
| 7D | +0.5% | +0.1% | +0.4% | +0.4% |
| 30D | -0.3% | +0.1% | -0.3% | -0.3% |
| 3M | -3.1% | +2.0% | -5.1% | -4.8% |
| 6M | +29.6% | +13.0% | +16.6% | +13.7% |
| YTD | +25.3% | +13.5% | +11.8% | +9.5% |
| 1Y | +36.4% | +20.0% | +16.5% | +12.3% |
| 3Y | +140.2% | +77.2% | +63.0% | +30.1% |
| 5Y | +128.8% | +81.9% | +46.9% | +23.7% |
| 10Y | +733.3% | +314.1% | +419.2% | +88.9% |
| All | +1,943.1% | +947.9% | +995.1% | +81.8% |
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