+19.2%
ITB vs SPY
+78.1%
-58.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.6% |
| 7D | -2.6% | +2.6% | -5.2% | -4.7% |
| 30D | +12.7% | -2.0% | +14.7% | +14.5% |
| 3M | -4.7% | -2.8% | -2.0% | -2.6% |
| 6M | +6.7% | +2.1% | +4.6% | +4.6% |
| YTD | -1.2% | +11.5% | -12.7% | -10.3% |
| 1Y | -2.5% | +13.5% | -16.0% | -12.8% |
| 3Y | +19.2% | +77.7% | -58.5% | -41.5% |
| All | +19.2% | +78.1% | -58.9% | -41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling