+123.2%
ITEQ vs SPY
+329.8%
-206.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.6% |
| 7D | +1.6% | +2.6% | -1.0% | -0.9% |
| 30D | -6.5% | -2.0% | -4.5% | -4.4% |
| 3M | -17.3% | -2.8% | -14.5% | -14.6% |
| 6M | -12.5% | +2.1% | -14.7% | -13.9% |
| YTD | -5.0% | +11.5% | -16.5% | -14.2% |
| 1Y | -2.4% | +13.5% | -15.9% | -13.4% |
| 3Y | +42.9% | +77.7% | -34.8% | -18.5% |
| 5Y | -22.9% | +72.6% | -95.5% | -54.4% |
| 10Y | +126.6% | +308.2% | -181.5% | -38.1% |
| All | +123.2% | +329.8% | -206.6% | -42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling