-3.0%
INGR vs SPY
+315.0%
-318.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | -0.4% |
| 7D | -6.2% | +0.1% | -6.3% | -6.4% |
| 30D | -2.4% | -3.3% | +0.9% | -0.5% |
| 3M | -10.3% | -2.4% | -7.9% | -9.2% |
| 6M | -12.1% | +2.6% | -14.6% | -14.0% |
| YTD | -13.1% | +11.2% | -24.3% | -19.7% |
| 1Y | -11.7% | +13.4% | -25.1% | -19.5% |
| 3Y | -0.6% | +79.9% | -80.5% | -36.0% |
| 5Y | +7.2% | +72.2% | -65.0% | -29.4% |
| 10Y | -3.0% | +307.3% | -310.3% | -68.7% |
| All | -3.0% | +315.0% | -318.0% | -68.7% |
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 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