+20.4%
INGM vs SPY
+33.6%
-13.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.1% | +3.2% |
| 7D | +18.1% | +3.3% | +14.8% | +13.4% |
| 30D | +2.1% | -2.7% | +4.8% | +5.7% |
| 3M | +3.0% | -1.7% | +4.7% | +5.5% |
| 6M | +10.1% | +3.1% | +7.0% | +6.1% |
| YTD | +36.6% | +11.9% | +24.7% | +18.6% |
| 1Y | +37.0% | +12.0% | +25.0% | +18.9% |
| All | +20.4% | +33.6% | -13.2% | -15.2% |
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