+235.1%
IGR vs SPY
+82.8%
+152.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.1% |
| 7D | -1.8% | +0.1% | -1.9% | -1.8% |
| 30D | -0.5% | +0.1% | -0.5% | -0.5% |
| 3M | +11.3% | +2.0% | +9.3% | +9.2% |
| 6M | +14.8% | +13.0% | +1.8% | +3.5% |
| YTD | +39.8% | +13.5% | +26.2% | +25.4% |
| 1Y | +43.2% | +20.0% | +23.3% | +22.5% |
| 3Y | +221.8% | +77.2% | +144.6% | +90.2% |
| All | +235.1% | +82.8% | +152.4% | +90.4% |
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 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