-2.4%
ITRG vs SPY
+81.8%
-84.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.9% |
| 7D | +5.6% | +0.5% | +5.1% | +5.1% |
| 30D | +9.3% | -0.9% | +10.3% | +10.6% |
| 3M | +16.6% | +3.9% | +12.7% | +12.7% |
| 6M | -23.6% | +14.5% | -38.2% | -32.3% |
| YTD | -29.9% | +12.9% | -42.8% | -36.9% |
| 1Y | +8.5% | +19.4% | -10.9% | -6.7% |
| 3Y | +191.2% | +78.5% | +112.7% | +66.4% |
| 5Y | -2.4% | +81.8% | -84.2% | -46.2% |
| All | -2.4% | +81.8% | -84.2% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling