+47.7%
ITDB vs SPY
+79.0%
-31.3%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.2% |
| 7D | -1.1% | -2.7% | +1.6% | +0.2% |
| 30D | -1.1% | -5.4% | +4.3% | +1.6% |
| 3M | -2.4% | -4.1% | +1.7% | -0.4% |
| 6M | -0.9% | +0.7% | -1.6% | -1.3% |
| YTD | +4.6% | +8.7% | -4.0% | +0.4% |
| 1Y | +6.3% | +10.9% | -4.6% | +1.0% |
| 3Y | +43.1% | +75.0% | -31.9% | +4.2% |
| All | +47.7% | +79.0% | -31.3% | +5.0% |
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