-93.1%
INTZ vs SPY
+311.6%
-404.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +29.2% | -4.4% | +33.6% | +31.4% |
| 7D | +5.1% | -4.7% | +9.8% | +6.9% |
| 30D | -12.7% | -5.9% | -6.8% | -10.5% |
| 3M | -19.5% | -4.5% | -14.9% | -18.1% |
| 6M | -16.2% | +1.8% | -18.0% | -17.6% |
| YTD | -46.1% | +8.3% | -54.4% | -48.5% |
| 1Y | -65.0% | +9.3% | -74.3% | -66.6% |
| 3Y | -90.6% | +74.9% | -165.5% | -93.0% |
| 5Y | -99.2% | +67.3% | -166.5% | -99.4% |
| All | -93.1% | +311.6% | -404.7% | -67.8% |
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