-46.5%
ITRG vs SPY
+145.6%
-192.1%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.3% | +4.4% | +4.3% |
| 7D | +6.7% | -2.7% | +9.4% | +9.8% |
| 30D | -11.5% | -5.4% | -6.1% | -6.0% |
| 3M | -7.1% | -4.1% | -3.0% | -2.3% |
| 6M | -21.7% | +0.7% | -22.4% | -21.2% |
| YTD | -44.1% | +8.7% | -52.8% | -47.5% |
| 1Y | -15.8% | +10.9% | -26.7% | -22.0% |
| 3Y | +212.0% | +75.0% | +137.0% | +81.1% |
| 5Y | -7.4% | +67.8% | -75.2% | -43.7% |
| All | -46.5% | +145.6% | -192.1% | -80.4% |
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