+423.5%
ITGR vs SPY
+322.5%
+101.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -1.0% |
| 7D | -0.4% | -0.8% | +0.4% | +0.4% |
| 30D | +0.7% | -1.1% | +1.8% | +1.9% |
| 3M | +36.8% | +3.9% | +32.9% | +30.9% |
| 6M | +47.4% | +13.6% | +33.8% | +27.5% |
| YTD | +60.7% | +12.7% | +48.0% | +40.0% |
| 1Y | +20.9% | +17.5% | +3.4% | -0.1% |
| 3Y | +53.8% | +76.9% | -23.1% | -22.2% |
| 5Y | +34.0% | +83.6% | -49.6% | -35.8% |
| All | +423.5% | +322.5% | +101.0% | -15.3% |
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