-65.0%
INTZ vs SPY
+9.8%
-74.7%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +29.2% | -4.4% | +33.6% | +33.1% |
| 7D | +5.1% | -4.7% | +9.8% | +8.6% |
| 30D | -12.7% | -5.9% | -6.8% | -7.5% |
| 3M | -19.5% | -4.5% | -14.9% | -17.1% |
| 6M | -16.2% | +1.8% | -18.0% | -25.4% |
| YTD | -46.1% | +8.3% | -54.4% | -57.0% |
| 1Y | -65.0% | +9.3% | -74.3% | -73.0% |
| All | -65.0% | +9.8% | -74.7% | -73.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling