+51.4%
INTT vs SPY
+1,323.4%
-1,272.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.2% | +3.1% |
| 7D | +1.0% | +0.1% | +0.9% | +0.9% |
| 30D | -21.6% | +0.1% | -21.6% | -21.6% |
| 3M | -35.2% | +2.0% | -37.1% | -35.4% |
| 6M | -12.0% | +13.0% | -25.0% | -18.0% |
| YTD | +49.4% | +13.5% | +35.9% | +38.7% |
| 1Y | +56.7% | +20.0% | +36.8% | +40.6% |
| 3Y | -36.7% | +77.2% | -113.9% | -55.7% |
| 5Y | -10.9% | +81.9% | -92.7% | -37.7% |
| 10Y | +199.2% | +314.1% | -114.9% | +28.0% |
| All | +51.4% | +1,323.4% | -1,272.0% | -67.1% |
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