+72.4%
ITRI vs SPY
+318.9%
-246.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.4% |
| 7D | -2.1% | -2.0% | -0.1% | +0.4% |
| 30D | -9.5% | -1.7% | -7.8% | -7.5% |
| 3M | +17.4% | +4.7% | +12.7% | +10.6% |
| 6M | +0.5% | +12.5% | -12.0% | -13.4% |
| YTD | +0.7% | +11.7% | -11.0% | -12.2% |
| 1Y | -20.9% | +17.5% | -38.4% | -35.1% |
| 3Y | +46.1% | +76.6% | -30.4% | -29.7% |
| 5Y | +18.6% | +82.0% | -63.4% | -44.1% |
| All | +72.4% | +318.9% | -246.5% | -68.2% |
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 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