+78.7%
ITM vs SPY
+631.4%
-552.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | -1.3% | +0.1% | -1.4% | -1.4% |
| 3M | -2.6% | +2.0% | -4.5% | -2.6% |
| 6M | -3.0% | +13.0% | -16.0% | -3.2% |
| YTD | -1.9% | +13.5% | -15.4% | -2.1% |
| 1Y | +2.1% | +20.0% | -17.8% | +1.8% |
| 3Y | +9.0% | +77.2% | -68.2% | +7.8% |
| 5Y | -0.6% | +81.9% | -82.5% | -1.9% |
| 10Y | +16.1% | +314.1% | -298.0% | +14.1% |
| All | +78.7% | +631.4% | -552.7% | +77.4% |
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 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