+897.6%
ITRN vs SPY
+824.8%
+72.8%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.4% |
| 7D | +1.9% | +0.1% | +1.8% | +1.8% |
| 30D | -7.1% | +0.1% | -7.2% | -7.2% |
| 3M | -20.1% | +2.0% | -22.1% | -21.1% |
| 6M | +17.1% | +13.0% | +4.1% | +8.0% |
| YTD | +25.0% | +13.5% | +11.4% | +15.0% |
| 1Y | +62.7% | +20.0% | +42.7% | +44.4% |
| 3Y | +102.8% | +77.2% | +25.6% | +39.4% |
| 5Y | +140.8% | +81.9% | +58.9% | +60.4% |
| 10Y | +195.9% | +314.1% | -118.2% | +12.7% |
| All | +897.6% | +824.8% | +72.8% | +104.1% |
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