-65.8%
IART vs SPY
+312.9%
-378.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.3% | -5.3% | -5.3% |
| 7D | +5.3% | -2.7% | +8.0% | +8.2% |
| 30D | +3.2% | -5.4% | +8.6% | +8.9% |
| 3M | -21.5% | -4.1% | -17.4% | -18.4% |
| 6M | -4.1% | +0.7% | -4.8% | -4.6% |
| YTD | +8.1% | +8.7% | -0.6% | +0.5% |
| 1Y | +19.6% | +10.9% | +8.7% | +9.2% |
| 3Y | -64.8% | +75.0% | -139.8% | -78.6% |
| 5Y | -81.4% | +67.8% | -149.2% | -88.3% |
| All | -65.8% | +312.9% | -378.6% | -90.9% |
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 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