+33.2%
ITRI vs SPY
+72.1%
-38.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | +0.1% |
| 7D | -2.4% | +2.6% | -5.0% | -5.5% |
| 30D | +13.8% | -2.0% | +15.8% | +16.3% |
| 3M | -6.5% | -2.8% | -3.7% | -3.4% |
| 6M | +16.8% | +2.1% | +14.7% | +13.4% |
| YTD | +3.4% | +11.5% | -8.0% | -9.8% |
| 1Y | -3.4% | +13.5% | -16.9% | -17.6% |
| 3Y | +51.2% | +77.7% | -26.5% | -28.2% |
| All | +33.2% | +72.1% | -38.9% | -32.4% |
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 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