+8,160.1%
ITT vs SPY
+1,916.1%
+6,244.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.3% | +4.6% | +4.6% |
| 7D | +3.6% | -2.7% | +6.3% | +6.2% |
| 30D | +2.6% | -5.4% | +8.0% | +8.2% |
| 3M | -4.0% | -4.1% | +0.1% | +0.1% |
| 6M | -4.7% | +0.7% | -5.4% | -5.3% |
| YTD | +19.2% | +8.7% | +10.5% | +10.1% |
| 1Y | +11.7% | +10.9% | +0.8% | +1.2% |
| 3Y | +109.3% | +75.0% | +34.3% | +23.3% |
| 5Y | +108.3% | +67.8% | +40.5% | +29.9% |
| 10Y | +587.5% | +312.9% | +274.6% | +98.8% |
| All | +8,160.1% | +1,916.1% | +6,244.0% | +711.0% |
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 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