+104.3%
IGPT vs SPY
+81.0%
+23.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.5% |
| 7D | +6.1% | -0.4% | +6.4% | +6.6% |
| 30D | +7.1% | -1.4% | +8.5% | +9.2% |
| 3M | +3.1% | +3.7% | -0.6% | -1.2% |
| 6M | +56.6% | +13.0% | +43.6% | +35.1% |
| YTD | +62.9% | +12.4% | +50.5% | +42.0% |
| 1Y | +85.1% | +18.5% | +66.6% | +51.2% |
| 3Y | +188.1% | +77.6% | +110.5% | +44.8% |
| 5Y | +104.3% | +81.7% | +22.6% | +3.2% |
| All | +104.3% | +81.0% | +23.3% | +3.2% |
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