+64.9%
INTA vs SPY
+89.4%
-24.5%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +1.0% |
| 7D | +5.6% | +2.6% | +3.0% | +2.3% |
| 30D | +16.7% | -2.0% | +18.7% | +18.9% |
| 3M | +12.5% | -2.8% | +15.3% | +15.8% |
| 6M | +114.8% | +2.1% | +112.7% | +106.1% |
| YTD | +0.7% | +11.5% | -10.7% | -14.4% |
| 1Y | +9.2% | +13.5% | -4.3% | -9.5% |
| 3Y | +16.7% | +77.7% | -61.0% | -46.0% |
| 5Y | +45.8% | +72.6% | -26.8% | -21.6% |
| All | +64.9% | +89.4% | -24.5% | -22.1% |
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