-98.4%
ITP vs SPY
+318.9%
-417.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | 0.0% | -2.0% | +2.0% | +0.8% |
| 30D | -15.8% | -1.7% | -14.1% | -15.2% |
| 3M | -23.8% | +4.7% | -28.5% | -25.2% |
| 6M | -11.1% | +12.5% | -23.6% | -15.0% |
| YTD | -27.3% | +11.7% | -39.0% | -30.2% |
| 1Y | -40.7% | +17.5% | -58.2% | -44.2% |
| 3Y | -62.8% | +76.6% | -139.4% | -70.9% |
| 5Y | -96.3% | +82.0% | -178.3% | -97.1% |
| All | -98.4% | +318.9% | -417.3% | -98.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling