-60.4%
INGN vs SPY
+407.5%
-467.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.5% |
| 7D | -14.5% | -0.6% | -13.9% | -14.0% |
| 30D | -2.9% | -3.7% | +0.8% | +0.8% |
| 3M | -0.3% | -2.7% | +2.4% | +2.5% |
| 6M | -14.5% | +2.2% | -16.7% | -16.6% |
| YTD | -10.7% | +10.8% | -21.5% | -19.8% |
| 1Y | -14.5% | +11.2% | -25.8% | -23.5% |
| 3Y | +23.7% | +76.5% | -52.8% | -28.8% |
| 5Y | -83.5% | +72.9% | -156.4% | -90.2% |
| 10Y | -90.1% | +304.8% | -394.9% | -97.2% |
| All | -60.4% | +407.5% | -467.9% | -90.7% |
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