+390.7%
ITIC vs SPY
+322.5%
+68.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.1% | -2.0% |
| 7D | -0.1% | -0.8% | +0.6% | +0.5% |
| 30D | +6.1% | -1.1% | +7.2% | +7.1% |
| 3M | +19.3% | +3.9% | +15.5% | +14.8% |
| 6M | +34.6% | +13.6% | +21.0% | +18.5% |
| YTD | +19.8% | +12.7% | +7.2% | +6.2% |
| 1Y | +20.4% | +17.5% | +2.9% | +2.4% |
| 3Y | +129.5% | +76.9% | +52.6% | +32.0% |
| 5Y | +108.0% | +83.6% | +24.4% | +14.4% |
| All | +390.7% | +322.5% | +68.2% | +22.0% |
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