-48.0%
ITRG vs SPY
+150.5%
-198.5%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.4% | -7.3% | -7.2% |
| 7D | +9.0% | -0.6% | +9.6% | +9.8% |
| 30D | -17.1% | -3.7% | -13.4% | -13.5% |
| 3M | -17.4% | -2.7% | -14.7% | -14.5% |
| 6M | -24.6% | +2.2% | -26.8% | -25.2% |
| YTD | -45.6% | +10.8% | -56.5% | -49.9% |
| 1Y | -29.9% | +11.2% | -41.1% | -35.5% |
| 3Y | +200.7% | +76.5% | +124.2% | +73.3% |
| 5Y | -7.6% | +72.9% | -80.6% | -45.6% |
| All | -48.0% | +150.5% | -198.5% | -81.3% |
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