+60,445.6%
IGR vs SPY
+901.5%
+59,544.1%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.2% |
| 7D | -1.6% | +3.3% | -4.9% | -4.8% |
| 30D | +1.4% | -2.7% | +4.1% | +4.1% |
| 3M | -15.9% | -1.7% | -14.2% | -14.5% |
| 6M | -14.2% | +3.1% | -17.3% | -17.4% |
| YTD | +194.8% | +11.9% | +182.9% | +160.8% |
| 1Y | +188.1% | +12.0% | +176.2% | +154.5% |
| 3Y | +655.3% | +78.2% | +577.1% | +300.7% |
| 5Y | +570.5% | +73.2% | +497.2% | +264.6% |
| 10Y | +2,943.9% | +309.6% | +2,634.3% | +507.9% |
| All | +60,445.6% | +901.5% | +59,544.1% | +4,379.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling