+95.2%
ITIC vs SPY
+78.1%
+17.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.4% |
| 7D | -0.8% | +2.6% | -3.4% | -2.6% |
| 30D | -10.5% | -2.0% | -8.5% | -9.3% |
| 3M | -9.9% | -2.8% | -7.1% | -8.2% |
| 6M | +10.0% | +2.1% | +7.9% | +7.5% |
| YTD | +2.5% | +11.5% | -9.0% | -7.3% |
| 1Y | -5.5% | +13.5% | -18.9% | -15.9% |
| 3Y | +95.2% | +77.7% | +17.5% | +11.2% |
| All | +95.2% | +78.1% | +17.1% | +11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling