+28,611.9%
IGR vs SPY
+916.3%
+27,695.6%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | 0.0% |
| 7D | -1.8% | +0.1% | -1.9% | -1.9% |
| 30D | -0.5% | +0.1% | -0.5% | -0.6% |
| 3M | +11.3% | +2.0% | +9.3% | +8.6% |
| 6M | +14.8% | +13.0% | +1.8% | +0.8% |
| YTD | +39.8% | +13.5% | +26.2% | +22.0% |
| 1Y | +43.2% | +20.0% | +23.3% | +17.7% |
| 3Y | +221.8% | +77.2% | +144.6% | +72.3% |
| 5Y | +227.3% | +81.9% | +145.4% | +69.1% |
| 10Y | +1,160.8% | +314.1% | +846.8% | +149.3% |
| All | +28,611.9% | +916.3% | +27,695.6% | +1,994.4% |
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 1990-01-01 to 2026-09-07: 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling