+206.3%
IHDG vs SPY
+402.2%
-195.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -0.6% |
| 7D | -0.3% | +0.5% | -0.9% | -0.8% |
| 30D | -2.1% | -0.9% | -1.2% | -1.4% |
| 3M | +4.5% | +3.9% | +0.6% | +1.5% |
| 6M | +9.1% | +14.5% | -5.5% | -1.7% |
| YTD | +9.7% | +12.9% | -3.2% | 0.0% |
| 1Y | +18.5% | +19.4% | -0.9% | +3.5% |
| 3Y | +41.2% | +78.5% | -37.3% | -9.7% |
| 5Y | +42.3% | +81.8% | -39.4% | -11.2% |
| 10Y | +165.3% | +311.5% | -146.2% | -18.9% |
| All | +206.3% | +402.2% | -195.9% | -18.5% |
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 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