+3.5%
IGOV vs SPY
+1,142.5%
-1,139.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | -0.2% | +0.1% | -0.2% | -0.2% |
| 3M | -0.4% | +2.0% | -2.4% | -0.6% |
| 6M | -2.0% | +13.0% | -15.0% | -2.9% |
| YTD | -0.7% | +13.5% | -14.2% | -1.7% |
| 1Y | -0.3% | +20.0% | -20.3% | -1.7% |
| 3Y | +9.6% | +77.2% | -67.6% | +4.6% |
| 5Y | -20.0% | +81.9% | -101.9% | -24.2% |
| 10Y | -13.5% | +314.1% | -327.5% | -22.2% |
| All | +3.5% | +1,142.5% | -1,139.1% | -20.7% |
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