+445.8%
IGPT vs SPY
+307.0%
+138.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.6% |
| 7D | +5.8% | +2.6% | +3.2% | +2.7% |
| 30D | -15.1% | -2.0% | -13.1% | -12.4% |
| 3M | -16.4% | -2.8% | -13.6% | -12.7% |
| 6M | -13.0% | +2.1% | -15.2% | -13.5% |
| YTD | +33.9% | +11.5% | +22.4% | +21.4% |
| 1Y | +37.1% | +13.5% | +23.6% | +22.0% |
| 3Y | +131.7% | +77.7% | +54.0% | +28.7% |
| 5Y | +68.2% | +72.6% | -4.4% | -2.6% |
| All | +445.8% | +307.0% | +138.7% | +20.3% |
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