+142.1%
ITEQ vs SPY
+312.5%
-170.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.8% |
| 7D | -1.5% | -0.4% | -1.1% | -1.1% |
| 30D | -7.6% | -1.4% | -6.3% | -6.2% |
| 3M | -5.8% | +3.7% | -9.5% | -9.0% |
| 6M | +2.1% | +13.0% | -10.9% | -9.5% |
| YTD | +4.8% | +12.4% | -7.6% | -6.5% |
| 1Y | +7.4% | +18.5% | -11.2% | -9.1% |
| 3Y | +41.6% | +77.6% | -36.0% | -19.6% |
| 5Y | -11.5% | +81.7% | -93.2% | -50.4% |
| 10Y | +142.1% | +319.7% | -177.6% | -35.7% |
| All | +142.1% | +312.5% | -170.5% | -35.7% |
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