+81.9%
ITAN vs SPY
+82.3%
-0.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.8% | +0.7% |
| 7D | -0.8% | -0.8% | 0.0% | 0.0% |
| 30D | 0.0% | -1.1% | +1.1% | +1.1% |
| 3M | +6.8% | +3.9% | +2.9% | +2.6% |
| 6M | +22.2% | +13.6% | +8.6% | +6.8% |
| YTD | +20.9% | +12.7% | +8.2% | +6.6% |
| 1Y | +29.8% | +17.5% | +12.3% | +9.5% |
| 3Y | +88.8% | +76.9% | +11.9% | +2.1% |
| All | +81.9% | +82.3% | -0.3% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling