+709.9%
IDT vs SPY
+871.7%
-161.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.5% |
| 7D | -0.2% | +0.1% | -0.3% | -0.4% |
| 30D | +4.2% | +0.1% | +4.2% | +4.1% |
| 3M | +24.0% | +2.0% | +22.0% | +21.0% |
| 6M | +31.5% | +13.0% | +18.5% | +15.5% |
| YTD | +34.8% | +13.5% | +21.2% | +17.7% |
| 1Y | +6.4% | +20.0% | -13.6% | -12.3% |
| 3Y | +202.7% | +77.2% | +125.5% | +64.7% |
| 5Y | +56.9% | +81.9% | -25.0% | -16.2% |
| 10Y | +506.6% | +314.1% | +192.5% | +48.4% |
| All | +709.9% | +871.7% | -161.8% | -4.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling