+6,045.6%
IT vs SPY
+2,876.2%
+3,169.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.2% |
| 7D | -6.0% | +0.1% | -6.1% | -6.1% |
| 30D | 0.0% | +0.1% | 0.0% | 0.0% |
| 3M | +13.1% | +2.0% | +11.1% | +10.1% |
| 6M | +11.7% | +13.0% | -1.3% | -2.7% |
| YTD | -26.1% | +13.5% | -39.7% | -35.7% |
| 1Y | -21.3% | +20.0% | -41.2% | -35.3% |
| 3Y | -46.7% | +77.2% | -123.9% | -70.8% |
| 5Y | -40.5% | +81.9% | -122.4% | -68.0% |
| 10Y | +103.9% | +314.1% | -210.2% | -52.7% |
| All | +6,045.6% | +2,876.2% | +3,169.4% | +45.0% |
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 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