-81.2%
ITP vs SPY
+78.7%
-160.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -50.0% | +3.3% | -53.3% | -50.6% |
| 30D | -60.0% | -2.7% | -57.3% | -59.5% |
| 3M | -64.7% | -1.7% | -63.0% | -64.4% |
| 6M | -70.0% | +3.1% | -73.1% | -70.1% |
| YTD | -72.7% | +11.9% | -84.6% | -73.2% |
| 1Y | -75.0% | +12.0% | -87.0% | -75.4% |
| All | -81.2% | +78.7% | -160.0% | -82.0% |
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