-98.4%
ITP vs SPY
+612.4%
-710.7%
-99.9%
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% | +0.2% |
| 7D | -15.8% | +0.1% | -15.9% | -15.8% |
| 30D | -11.1% | +0.1% | -11.2% | -11.1% |
| 3M | -15.8% | +2.0% | -17.8% | -16.7% |
| 6M | -20.0% | +13.0% | -33.0% | -25.6% |
| YTD | -27.3% | +13.5% | -40.8% | -32.4% |
| 1Y | -20.0% | +20.0% | -40.0% | -28.2% |
| 3Y | -66.0% | +77.2% | -143.1% | -76.7% |
| 5Y | -96.4% | +81.9% | -178.2% | -97.5% |
| 10Y | -98.5% | +314.1% | -412.5% | -99.4% |
| All | -98.4% | +612.4% | -710.7% | -99.7% |
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