+4.2%
INGR vs SPY
+75.1%
-70.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.3% | -6.2% | -5.9% |
| 7D | -5.4% | -2.7% | -2.7% | -4.8% |
| 30D | -2.7% | -5.4% | +2.7% | -1.3% |
| 3M | -10.1% | -4.1% | -6.0% | -9.2% |
| 6M | -12.3% | +0.7% | -13.0% | -12.7% |
| YTD | -14.1% | +8.7% | -22.8% | -16.6% |
| 1Y | -11.0% | +10.9% | -21.9% | -14.3% |
| 3Y | +4.2% | +75.0% | -70.8% | -17.8% |
| All | +4.2% | +75.1% | -70.9% | -17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling