+72.1%
IGSB vs SPY
+666.5%
-594.5%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.3% |
| 7D | -0.8% | +3.3% | -4.0% | -0.9% |
| 30D | +0.3% | -2.7% | +3.0% | +0.4% |
| 3M | -0.5% | -1.7% | +1.2% | -0.5% |
| 6M | +0.1% | +3.1% | -3.0% | 0.0% |
| YTD | +0.7% | +11.9% | -11.2% | +0.3% |
| 1Y | +1.4% | +12.0% | -10.6% | +1.0% |
| 3Y | +16.9% | +78.2% | -61.3% | +14.6% |
| 5Y | +13.4% | +73.2% | -59.9% | +11.0% |
| 10Y | +30.6% | +309.6% | -279.1% | +25.1% |
| All | +72.1% | +666.5% | -594.5% | +59.3% |
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