+525.8%
ITT vs SPY
+311.3%
+214.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -0.5% |
| 7D | +3.9% | +0.5% | +3.4% | +3.2% |
| 30D | -5.3% | -0.9% | -4.3% | -4.1% |
| 3M | +5.7% | +3.9% | +1.9% | +0.9% |
| 6M | +9.0% | +14.5% | -5.5% | -8.1% |
| YTD | +16.8% | +12.9% | +3.9% | +0.2% |
| 1Y | +17.4% | +19.4% | -2.0% | -6.2% |
| 3Y | +106.2% | +78.5% | +27.8% | -0.6% |
| 5Y | +130.9% | +81.8% | +49.1% | +9.7% |
| 10Y | +525.8% | +311.5% | +214.3% | -1.0% |
| All | +525.8% | +311.3% | +214.5% | -1.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling