+48.9%
ITDB vs SPY
+82.5%
-33.6%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -0.1% | -0.6% | +0.5% | +0.1% |
| 30D | -0.5% | -3.7% | +3.2% | +1.3% |
| 3M | -1.8% | -2.7% | +1.0% | -0.5% |
| 6M | -0.1% | +2.2% | -2.3% | -1.2% |
| YTD | +5.5% | +10.8% | -5.3% | +0.3% |
| 1Y | +6.2% | +11.2% | -5.0% | +0.8% |
| 3Y | +43.9% | +76.5% | -32.6% | +4.6% |
| All | +48.9% | +82.5% | -33.6% | +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 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