+513.2%
ITT vs SPY
+308.5%
+204.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.3% |
| 7D | +9.5% | +3.3% | +6.2% | +5.2% |
| 30D | +6.4% | -2.7% | +9.1% | +10.0% |
| 3M | -0.7% | -1.7% | +1.0% | +1.5% |
| 6M | +4.7% | +3.1% | +1.6% | +0.8% |
| YTD | +24.4% | +11.9% | +12.5% | +7.9% |
| 1Y | +14.0% | +12.0% | +2.0% | -1.2% |
| 3Y | +114.4% | +78.2% | +36.2% | +3.6% |
| 5Y | +118.1% | +73.2% | +44.8% | +10.4% |
| All | +513.2% | +308.5% | +204.7% | +4.4% |
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 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