+57.9%
ITDC vs SPY
+84.0%
-26.1%
-10.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.4% |
| 7D | -1.6% | -2.0% | +0.4% | -0.4% |
| 30D | -1.3% | -1.7% | +0.4% | -0.3% |
| 3M | +2.4% | +4.7% | -2.4% | -0.4% |
| 6M | +6.1% | +12.5% | -6.4% | -1.1% |
| YTD | +7.9% | +11.7% | -3.8% | +1.0% |
| 1Y | +11.5% | +17.5% | -6.0% | +1.3% |
| All | +57.9% | +84.0% | -26.1% | +4.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling