-92.8%
INTZ vs SPY
+312.9%
-405.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.3% | +4.5% | +4.7% |
| 7D | +12.1% | -2.7% | +14.8% | +12.7% |
| 30D | -7.1% | -5.4% | -1.7% | -5.1% |
| 3M | -14.5% | -4.1% | -10.4% | -13.2% |
| 6M | -17.7% | +0.7% | -18.4% | -18.6% |
| YTD | -43.5% | +8.7% | -52.1% | -46.1% |
| 1Y | -62.2% | +10.9% | -73.1% | -64.2% |
| 3Y | -89.5% | +75.0% | -164.5% | -92.2% |
| 5Y | -99.2% | +67.8% | -166.9% | -99.4% |
| All | -92.8% | +312.9% | -405.6% | -66.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling