-78.9%
IART vs SPY
+74.0%
-153.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.5% | -2.5% |
| 7D | +1.6% | +3.3% | -1.7% | -1.8% |
| 30D | +3.6% | -2.7% | +6.3% | +6.8% |
| 3M | -17.4% | -1.7% | -15.7% | -16.0% |
| 6M | +4.2% | +3.1% | +1.1% | +1.0% |
| YTD | +15.5% | +11.9% | +3.6% | +3.3% |
| 1Y | +18.7% | +12.0% | +6.7% | +6.1% |
| 3Y | -60.3% | +78.2% | -138.5% | -77.0% |
| 5Y | -78.9% | +73.2% | -152.2% | -87.5% |
| All | -78.9% | +74.0% | -153.0% | -87.5% |
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