+74.8%
ITDE vs SPY
+85.6%
-10.7%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | 0.0% |
| 7D | -1.2% | -0.8% | -0.4% | -0.6% |
| 30D | -1.1% | -1.1% | -0.1% | -0.3% |
| 3M | +2.2% | +3.9% | -1.7% | -0.8% |
| 6M | +10.0% | +13.6% | -3.6% | -0.4% |
| YTD | +11.8% | +12.7% | -0.9% | +1.8% |
| 1Y | +15.7% | +17.5% | -1.8% | +2.0% |
| All | +74.8% | +85.6% | -10.7% | +2.8% |
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