+78.0%
ITDF vs SPY
+83.2%
-5.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | +0.1% | +0.4% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | -1.8% | -3.3% | +1.5% | +1.1% |
| 3M | -2.9% | -2.4% | -0.5% | -0.8% |
| 6M | +1.1% | +2.6% | -1.4% | -1.0% |
| YTD | +11.0% | +11.2% | -0.2% | +1.5% |
| 1Y | +13.6% | +13.4% | +0.2% | +2.2% |
| 3Y | +72.8% | +79.9% | -7.1% | +3.0% |
| All | +78.0% | +83.2% | -5.2% | +3.1% |
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