+84.5%
ITAN vs SPY
+90.6%
-6.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.4% |
| 7D | -1.8% | -0.4% | -1.4% | -1.4% |
| 30D | -1.4% | -1.4% | -0.1% | 0.0% |
| 3M | +5.8% | +3.7% | +2.1% | +1.8% |
| 6M | +19.3% | +13.0% | +6.3% | +4.9% |
| YTD | +19.4% | +12.4% | +7.0% | +5.6% |
| 1Y | +30.1% | +18.5% | +11.6% | +8.8% |
| 3Y | +87.5% | +77.6% | +9.8% | +0.9% |
| 5Y | +79.1% | +81.7% | -2.6% | -5.6% |
| All | +84.5% | +90.6% | -6.1% | -7.7% |
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