+839.0%
ITRN vs SPY
+808.0%
+30.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.6% |
| 7D | -3.1% | +2.6% | -5.7% | -4.7% |
| 30D | -3.9% | -2.0% | -1.9% | -2.5% |
| 3M | -9.3% | -2.8% | -6.5% | -7.4% |
| 6M | -16.8% | +2.1% | -18.9% | -17.8% |
| YTD | +17.6% | +11.5% | +6.1% | +9.8% |
| 1Y | +38.2% | +13.5% | +24.7% | +27.5% |
| 3Y | +132.9% | +77.7% | +55.2% | +60.1% |
| 5Y | +117.1% | +72.6% | +44.5% | +50.0% |
| 10Y | +163.1% | +308.2% | -145.1% | +1.4% |
| All | +839.0% | +808.0% | +30.9% | +94.8% |
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