+74.5%
ITDI vs SPY
+76.9%
-2.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | 0.0% |
| 7D | -2.1% | -2.7% | +0.6% | +0.3% |
| 30D | -4.6% | -5.4% | +0.8% | +0.3% |
| 3M | -4.8% | -4.1% | -0.7% | -1.1% |
| 6M | -1.4% | +0.7% | -2.1% | -1.9% |
| YTD | +8.7% | +8.7% | 0.0% | +1.1% |
| 1Y | +11.7% | +10.9% | +0.9% | +2.2% |
| 3Y | +70.2% | +75.0% | -4.8% | +2.5% |
| All | +74.5% | +76.9% | -2.4% | +2.9% |
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 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