+114.3%
ITT vs SPY
+72.1%
+42.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.1% |
| 7D | +2.7% | +2.6% | +0.1% | -0.4% |
| 30D | +5.7% | -2.0% | +7.7% | +8.3% |
| 3M | -2.4% | -2.8% | +0.4% | +1.1% |
| 6M | +4.2% | +2.1% | +2.1% | +1.6% |
| YTD | +22.4% | +11.5% | +10.9% | +7.1% |
| 1Y | +15.2% | +13.5% | +1.7% | -1.4% |
| 3Y | +110.4% | +77.7% | +32.7% | +4.7% |
| All | +114.3% | +72.1% | +42.2% | +11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling