+6,234.5%
IT vs SPY
+2,822.3%
+3,412.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +1.1% |
| 7D | +1.1% | +2.6% | -1.5% | -1.6% |
| 30D | -1.8% | -2.0% | +0.1% | -0.1% |
| 3M | +4.8% | -2.8% | +7.6% | +7.5% |
| 6M | +33.0% | +2.1% | +30.9% | +28.8% |
| YTD | -23.8% | +11.5% | -35.3% | -32.7% |
| 1Y | -16.5% | +13.5% | -30.0% | -27.7% |
| 3Y | -53.6% | +77.7% | -131.3% | -74.8% |
| 5Y | -42.1% | +72.6% | -114.7% | -67.3% |
| 10Y | +90.1% | +308.2% | -218.1% | -55.4% |
| All | +6,234.5% | +2,822.3% | +3,412.2% | +51.7% |
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