+8,095.5%
ITT vs SPY
+2,006.5%
+6,089.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.8% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | +0.1% | +0.1% | +0.1% | +0.1% |
| 3M | +5.9% | +2.0% | +3.9% | +4.0% |
| 6M | +3.7% | +13.0% | -9.3% | -7.7% |
| YTD | +18.2% | +13.5% | +4.7% | +4.7% |
| 1Y | +19.6% | +20.0% | -0.4% | +0.4% |
| 3Y | +102.6% | +77.2% | +25.4% | +18.0% |
| 5Y | +129.3% | +81.9% | +47.5% | +32.4% |
| 10Y | +519.5% | +314.1% | +205.4% | +78.0% |
| All | +8,095.5% | +2,006.5% | +6,089.0% | +670.9% |
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