+15.6%
IALT vs SPY
+12.1%
+3.5%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.1% |
| 7D | -1.6% | -0.9% | -0.7% | -1.3% |
| 30D | -3.5% | -2.4% | -1.2% | -2.7% |
| 3M | -0.2% | -1.2% | +0.9% | +0.2% |
| 6M | +3.0% | +3.3% | -0.3% | +2.0% |
| YTD | +14.7% | +12.3% | +2.4% | +11.4% |
| All | +15.6% | +12.1% | +3.5% | +12.7% |
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