+952.7%
IJT vs SPY
+730.9%
+221.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.9% |
| 7D | -1.1% | -0.4% | -0.8% | -0.8% |
| 30D | -5.0% | -1.4% | -3.6% | -3.6% |
| 3M | +2.1% | +3.7% | -1.6% | -1.8% |
| 6M | +14.1% | +13.0% | +1.1% | +0.3% |
| YTD | +18.8% | +12.4% | +6.4% | +5.1% |
| 1Y | +20.2% | +18.5% | +1.6% | +0.6% |
| 3Y | +52.0% | +77.6% | -25.6% | -16.6% |
| 5Y | +31.6% | +81.7% | -50.1% | -29.3% |
| 10Y | +172.5% | +319.7% | -147.1% | -37.1% |
| All | +952.7% | +730.9% | +221.8% | +27.6% |
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 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