+17.9%
ITRI vs SPY
+82.3%
-64.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -1.1% |
| 7D | -3.6% | -0.8% | -2.8% | -2.6% |
| 30D | -8.8% | -1.1% | -7.8% | -7.6% |
| 3M | +15.9% | +3.9% | +12.0% | +10.5% |
| 6M | +1.7% | +13.6% | -11.9% | -13.3% |
| YTD | +0.7% | +12.7% | -11.9% | -13.0% |
| 1Y | -22.4% | +17.5% | -39.9% | -36.1% |
| 3Y | +47.2% | +76.9% | -29.7% | -29.1% |
| All | +17.9% | +82.3% | -64.4% | -44.4% |
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