+152.5%
IGRO vs SPY
+326.3%
-173.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.2% |
| 7D | -0.3% | -2.7% | +2.4% | +1.6% |
| 30D | +4.5% | -5.4% | +9.9% | +8.6% |
| 3M | +0.1% | -4.1% | +4.2% | +3.0% |
| 6M | +5.2% | +0.7% | +4.5% | +4.4% |
| YTD | +13.6% | +8.7% | +4.9% | +6.8% |
| 1Y | +19.2% | +10.9% | +8.3% | +10.5% |
| 3Y | +67.2% | +75.0% | -7.8% | +9.5% |
| 5Y | +54.0% | +67.8% | -13.8% | +3.0% |
| 10Y | +150.2% | +312.9% | -162.7% | -18.9% |
| All | +152.5% | +326.3% | -173.8% | -21.8% |
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