+157.1%
IGRO vs SPY
+307.0%
-149.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.6% |
| 7D | +1.8% | +2.6% | -0.8% | 0.0% |
| 30D | +5.0% | -2.0% | +6.9% | +6.3% |
| 3M | +1.6% | -2.8% | +4.4% | +3.5% |
| 6M | +8.4% | +2.1% | +6.2% | +6.5% |
| YTD | +15.7% | +11.5% | +4.2% | +6.9% |
| 1Y | +18.9% | +13.5% | +5.5% | +8.5% |
| 3Y | +71.2% | +77.7% | -6.5% | +11.3% |
| 5Y | +56.6% | +72.6% | -16.0% | +3.0% |
| All | +157.1% | +307.0% | -149.9% | -4.5% |
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