+71.7%
INTR vs SPY
+112.3%
-40.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.6% | +6.1% | +6.1% |
| 7D | -0.3% | -2.0% | +1.6% | +1.6% |
| 30D | +11.2% | -1.7% | +12.8% | +12.9% |
| 3M | +4.0% | +4.7% | -0.8% | -0.6% |
| 6M | -33.1% | +12.5% | -45.6% | -40.1% |
| YTD | -31.0% | +11.7% | -42.7% | -37.6% |
| 1Y | -33.5% | +17.5% | -51.0% | -42.4% |
| 3Y | +58.1% | +76.6% | -18.5% | -4.7% |
| All | +71.7% | +112.3% | -40.6% | -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 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