-31.7%
ITRG vs SPY
+154.0%
-185.8%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.2% | +2.3% |
| 7D | +2.1% | -0.4% | +2.5% | +2.5% |
| 30D | +8.3% | -1.4% | +9.7% | +10.0% |
| 3M | +22.2% | +3.7% | +18.5% | +18.3% |
| 6M | -20.3% | +13.0% | -33.3% | -28.5% |
| YTD | -28.7% | +12.4% | -41.1% | -35.6% |
| 1Y | +8.7% | +18.5% | -9.8% | -6.0% |
| 3Y | +196.4% | +77.6% | +118.7% | +68.6% |
| 5Y | -0.3% | +81.7% | -82.0% | -44.6% |
| All | -31.7% | +154.0% | -185.8% | -75.9% |
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