+18.9%
INGM vs SPY
+33.1%
-14.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -0.8% |
| 7D | +12.1% | +2.6% | +9.5% | +8.5% |
| 30D | +5.2% | -2.0% | +7.2% | +7.9% |
| 3M | +0.7% | -2.8% | +3.4% | +4.5% |
| 6M | +10.8% | +2.1% | +8.6% | +8.0% |
| YTD | +35.0% | +11.5% | +23.5% | +17.7% |
| 1Y | +40.8% | +13.5% | +27.4% | +20.2% |
| All | +18.9% | +33.1% | -14.2% | -15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling