+28.1%
IDT vs SPY
+72.1%
-44.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.6% |
| 7D | +1.1% | +2.6% | -1.5% | -1.0% |
| 30D | +2.5% | -2.0% | +4.5% | +4.0% |
| 3M | +23.9% | -2.8% | +26.7% | +26.4% |
| 6M | +60.3% | +2.1% | +58.1% | +56.6% |
| YTD | +62.8% | +11.5% | +51.4% | +47.3% |
| 1Y | +62.2% | +13.5% | +48.7% | +44.4% |
| 3Y | +196.6% | +77.7% | +118.9% | +72.0% |
| All | +28.1% | +72.1% | -44.0% | -17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling