-90.9%
INGN vs SPY
+312.5%
-403.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.2% | +1.2% |
| 7D | -2.2% | -0.4% | -1.9% | -1.9% |
| 30D | -12.5% | -1.4% | -11.1% | -11.2% |
| 3M | -17.0% | +3.7% | -20.7% | -20.2% |
| 6M | -17.1% | +13.0% | -30.1% | -27.1% |
| YTD | -21.6% | +12.4% | -34.0% | -30.8% |
| 1Y | -38.2% | +18.5% | -56.7% | -48.3% |
| 3Y | -12.2% | +77.6% | -89.8% | -50.4% |
| 5Y | -89.5% | +81.7% | -171.2% | -94.1% |
| 10Y | -90.9% | +319.7% | -410.6% | -98.0% |
| All | -90.9% | +312.5% | -403.4% | -98.0% |
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