+4.5%
INGR vs SPY
+308.5%
-304.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.1% |
| 7D | -4.8% | +3.3% | -8.1% | -6.8% |
| 30D | -4.7% | -2.7% | -2.0% | -3.2% |
| 3M | -9.9% | -1.7% | -8.1% | -9.1% |
| 6M | -11.6% | +3.1% | -14.7% | -13.9% |
| YTD | -13.2% | +11.9% | -25.1% | -20.1% |
| 1Y | -11.5% | +12.0% | -23.5% | -18.6% |
| 3Y | -1.6% | +78.2% | -79.8% | -36.2% |
| 5Y | +7.6% | +73.2% | -65.6% | -29.4% |
| All | +4.5% | +308.5% | -304.0% | -65.5% |
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 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