+7,386.0%
ITIC vs SPY
+3,074.3%
+4,311.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.4% |
| 7D | -0.1% | +0.5% | -0.6% | -0.3% |
| 30D | +1.4% | -0.9% | +2.3% | +1.7% |
| 3M | +20.9% | +3.9% | +17.0% | +19.1% |
| 6M | +29.9% | +14.5% | +15.4% | +23.3% |
| YTD | +18.1% | +12.9% | +5.2% | +12.7% |
| 1Y | +22.2% | +19.4% | +2.8% | +14.2% |
| 3Y | +126.5% | +78.5% | +48.0% | +84.6% |
| 5Y | +102.4% | +81.8% | +20.7% | +64.1% |
| 10Y | +390.6% | +311.5% | +79.1% | +230.4% |
| All | +7,386.0% | +3,074.3% | +4,311.7% | +3,593.8% |
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