-59.6%
INGN vs SPY
+409.4%
-469.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | -0.9% |
| 7D | -11.0% | +0.1% | -11.1% | -11.0% |
| 30D | -1.1% | -3.3% | +2.3% | +2.3% |
| 3M | +1.1% | -2.4% | +3.5% | +3.6% |
| 6M | -12.9% | +2.6% | -15.5% | -15.3% |
| YTD | -9.0% | +11.2% | -20.2% | -18.5% |
| 1Y | -12.5% | +13.4% | -25.9% | -23.2% |
| 3Y | +27.1% | +79.9% | -52.8% | -28.2% |
| 5Y | -83.2% | +72.2% | -155.4% | -90.0% |
| 10Y | -89.7% | +307.3% | -397.0% | -97.1% |
| All | -59.6% | +409.4% | -469.0% | -90.5% |
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