+2,584.4%
IHG vs SPY
+1,244.6%
+1,339.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.7% | -2.7% |
| 7D | -0.4% | +0.5% | -0.9% | -1.0% |
| 30D | -1.4% | -0.9% | -0.4% | -0.3% |
| 3M | -4.9% | +3.9% | -8.8% | -9.2% |
| 6M | +18.2% | +14.5% | +3.6% | +1.1% |
| YTD | +11.3% | +12.9% | -1.7% | -3.4% |
| 1Y | +25.4% | +19.4% | +6.0% | +2.0% |
| 3Y | +111.6% | +78.5% | +33.2% | +7.2% |
| 5Y | +171.6% | +81.8% | +89.8% | +34.5% |
| 10Y | +294.9% | +311.5% | -16.6% | -22.6% |
| All | +2,584.4% | +1,244.6% | +1,339.8% | +79.3% |
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