+89.0%
IT vs SPY
+321.4%
-232.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.2% |
| 7D | -9.1% | -0.4% | -8.8% | -8.7% |
| 30D | -12.2% | -1.4% | -10.8% | -10.8% |
| 3M | +7.8% | +3.7% | +4.1% | +3.4% |
| 6M | +2.0% | +13.0% | -11.0% | -11.0% |
| YTD | -32.7% | +12.4% | -45.1% | -40.7% |
| 1Y | -31.1% | +18.5% | -49.6% | -42.6% |
| 3Y | -52.1% | +77.6% | -129.7% | -73.9% |
| 5Y | -46.3% | +81.7% | -128.0% | -71.1% |
| All | +89.0% | +321.4% | -232.4% | -54.2% |
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