-64.2%
INGN vs SPY
+419.9%
-484.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.2% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | -17.4% | +0.1% | -17.4% | -17.4% |
| 3M | -14.1% | +2.0% | -16.1% | -16.1% |
| 6M | -14.1% | +13.0% | -27.1% | -24.3% |
| YTD | -19.3% | +13.5% | -32.9% | -29.3% |
| 1Y | -33.3% | +20.0% | -53.2% | -44.6% |
| 3Y | -12.3% | +77.2% | -89.5% | -49.6% |
| 5Y | -91.1% | +81.9% | -173.0% | -94.9% |
| 10Y | -90.7% | +314.1% | -404.7% | -97.4% |
| All | -64.2% | +419.9% | -484.2% | -91.8% |
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 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