-57.8%
ITRG vs SPY
+152.0%
-209.7%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.4% |
| 7D | -21.0% | +2.6% | -23.6% | -23.0% |
| 30D | -23.4% | -2.0% | -21.4% | -21.6% |
| 3M | -34.7% | -2.8% | -31.9% | -32.3% |
| 6M | -37.5% | +2.1% | -39.6% | -38.0% |
| YTD | -55.9% | +11.5% | -67.3% | -59.6% |
| 1Y | -42.2% | +13.5% | -55.6% | -47.8% |
| 3Y | +147.6% | +77.7% | +69.9% | +41.7% |
| 5Y | -28.0% | +72.6% | -100.7% | -57.5% |
| All | -57.8% | +152.0% | -209.7% | -84.9% |
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