+878.6%
IDT vs SPY
+854.1%
+24.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.7% |
| 7D | +1.1% | +2.6% | -1.5% | -1.5% |
| 30D | +2.5% | -2.0% | +4.5% | +4.3% |
| 3M | +23.9% | -2.8% | +26.7% | +26.9% |
| 6M | +60.3% | +2.1% | +58.1% | +55.7% |
| YTD | +62.8% | +11.5% | +51.4% | +44.3% |
| 1Y | +62.2% | +13.5% | +48.7% | +41.1% |
| 3Y | +196.6% | +77.7% | +118.9% | +60.9% |
| 5Y | +26.8% | +72.6% | -45.9% | -29.1% |
| 10Y | +476.9% | +308.2% | +168.8% | +42.7% |
| All | +878.6% | +854.1% | +24.5% | +16.8% |
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