+3,492.5%
IGR vs SPY
+318.9%
+3,173.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.6% |
| 7D | +178.0% | -2.0% | +180.0% | +181.0% |
| 30D | +181.0% | -1.7% | +182.6% | +183.1% |
| 3M | +207.4% | +4.7% | +202.7% | +193.5% |
| 6M | +238.3% | +12.5% | +225.8% | +204.4% |
| YTD | +290.4% | +11.7% | +278.7% | +252.8% |
| 1Y | +294.5% | +17.5% | +277.0% | +241.3% |
| 3Y | +825.5% | +76.6% | +749.0% | +459.1% |
| 5Y | +840.0% | +82.0% | +758.0% | +451.2% |
| All | +3,492.5% | +318.9% | +3,173.6% | +1,002.1% |
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