+6,262.5%
IT vs SPY
+2,843.4%
+3,419.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.8% | +0.8% |
| 7D | -6.8% | -0.9% | -5.9% | -6.0% |
| 30D | -0.6% | -2.4% | +1.8% | +1.6% |
| 3M | +3.1% | -1.2% | +4.2% | +3.9% |
| 6M | +25.5% | +3.3% | +22.2% | +20.1% |
| YTD | -23.5% | +12.3% | -35.8% | -32.9% |
| 1Y | -16.6% | +12.4% | -29.1% | -27.1% |
| 3Y | -53.1% | +78.8% | -131.9% | -74.6% |
| 5Y | -41.4% | +75.2% | -116.6% | -67.4% |
| 10Y | +90.9% | +311.1% | -220.2% | -55.5% |
| All | +6,262.5% | +2,843.4% | +3,419.1% | +51.3% |
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 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