-18.3%
INGN vs SPY
+12.5%
-30.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.1% |
| 7D | -17.0% | +3.3% | -20.3% | -18.7% |
| 30D | -11.4% | -2.7% | -8.7% | -9.9% |
| 3M | -3.3% | -1.7% | -1.5% | -2.2% |
| 6M | -15.9% | +3.1% | -19.0% | -16.6% |
| YTD | -16.4% | +11.9% | -28.3% | -22.4% |
| All | -18.3% | +12.5% | -30.8% | -25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling