+529.9%
ITRI vs SPY
+2,860.3%
-2,330.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | 0.0% |
| 7D | -2.4% | +2.6% | -5.0% | -5.0% |
| 30D | +13.8% | -2.0% | +15.8% | +15.9% |
| 3M | -6.5% | -2.8% | -3.7% | -3.9% |
| 6M | +16.8% | +2.1% | +14.7% | +14.1% |
| YTD | +3.4% | +11.5% | -8.0% | -7.4% |
| 1Y | -3.4% | +13.5% | -16.9% | -15.1% |
| 3Y | +51.2% | +77.7% | -26.5% | -16.1% |
| 5Y | +33.1% | +72.6% | -39.5% | -22.0% |
| 10Y | +59.2% | +308.2% | -249.0% | -57.8% |
| All | +529.9% | +2,860.3% | -2,330.4% | -72.8% |
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