+150.3%
IGRO vs SPY
+315.0%
-164.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.2% | +0.5% |
| 7D | +1.5% | +0.1% | +1.4% | +1.4% |
| 30D | +5.8% | -3.3% | +9.2% | +8.3% |
| 3M | +1.1% | -2.4% | +3.6% | +2.8% |
| 6M | +8.7% | +2.6% | +6.1% | +6.5% |
| YTD | +16.0% | +11.2% | +4.8% | +7.4% |
| 1Y | +21.3% | +13.4% | +7.9% | +10.7% |
| 3Y | +72.6% | +79.9% | -7.3% | +11.1% |
| 5Y | +57.5% | +72.2% | -14.7% | +3.7% |
| 10Y | +150.3% | +307.3% | -157.0% | -7.5% |
| All | +150.3% | +315.0% | -164.7% | -7.5% |
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