+528.5%
IDT vs SPY
+322.5%
+206.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +0.7% |
| 7D | +2.4% | -0.8% | +3.2% | +3.2% |
| 30D | +7.7% | -1.1% | +8.8% | +8.8% |
| 3M | +28.1% | +3.9% | +24.2% | +22.8% |
| 6M | +41.9% | +13.6% | +28.3% | +23.2% |
| YTD | +38.1% | +12.7% | +25.4% | +20.8% |
| 1Y | +8.2% | +17.5% | -9.3% | -9.7% |
| 3Y | +208.9% | +76.9% | +132.0% | +60.4% |
| 5Y | +56.1% | +83.6% | -27.5% | -21.6% |
| All | +528.5% | +322.5% | +206.1% | +41.6% |
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