-96.7%
ITOC vs SPY
+40.5%
-137.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.5% |
| 7D | +15.1% | +2.6% | +12.5% | +12.9% |
| 30D | -47.9% | -2.0% | -45.9% | -46.8% |
| 3M | -57.5% | -2.8% | -54.7% | -56.3% |
| 6M | -60.1% | +2.1% | -62.2% | -60.3% |
| YTD | -70.6% | +11.5% | -82.1% | -72.1% |
| 1Y | -79.8% | +13.5% | -93.3% | -81.0% |
| All | -96.7% | +40.5% | -137.3% | -96.6% |
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