-99.4%
ITP vs SPY
+602.0%
-701.4%
-100.0%
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 | -50.0% | +3.3% | -53.3% | -51.0% |
| 30D | -60.0% | -2.7% | -57.3% | -59.2% |
| 3M | -64.7% | -1.7% | -63.0% | -64.2% |
| 6M | -70.0% | +3.1% | -73.1% | -70.4% |
| YTD | -72.7% | +11.9% | -84.6% | -74.4% |
| 1Y | -75.0% | +12.0% | -87.0% | -76.5% |
| 3Y | -80.0% | +78.2% | -158.2% | -86.3% |
| 5Y | -98.4% | +73.2% | -171.7% | -98.9% |
| 10Y | -99.4% | +309.6% | -409.1% | -99.8% |
| All | -99.4% | +602.0% | -701.4% | -99.9% |
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 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