+51.5%
ITDB vs SPY
+86.0%
-34.5%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +0.6% | +0.5% | +0.1% | +0.4% |
| 30D | -0.3% | -0.9% | +0.6% | +0.1% |
| 3M | +2.3% | +3.9% | -1.6% | +0.3% |
| 6M | +6.3% | +14.5% | -8.2% | -0.5% |
| YTD | +7.4% | +12.9% | -5.5% | +1.2% |
| 1Y | +10.8% | +19.4% | -8.6% | +1.6% |
| All | +51.5% | +86.0% | -34.5% | +5.8% |
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