+110.6%
ITIC vs SPY
+79.8%
+30.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.5% |
| 7D | +0.6% | -2.0% | +2.6% | +2.2% |
| 30D | +6.5% | -1.7% | +8.2% | +7.9% |
| 3M | +19.7% | +4.7% | +15.0% | +14.8% |
| 6M | +36.6% | +12.5% | +24.1% | +22.8% |
| YTD | +21.4% | +11.7% | +9.7% | +9.7% |
| 1Y | +26.5% | +17.5% | +9.0% | +9.3% |
| 3Y | +132.6% | +76.6% | +56.1% | +41.8% |
| 5Y | +110.6% | +82.0% | +28.6% | +22.4% |
| All | +110.6% | +79.8% | +30.8% | +22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling