+299.8%
IART vs SPY
+2,254.4%
-1,954.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.0% |
| 7D | -1.0% | +0.1% | -1.1% | -1.1% |
| 30D | -5.4% | +0.1% | -5.5% | -5.4% |
| 3M | -4.8% | +2.0% | -6.8% | -5.8% |
| 6M | +60.9% | +13.0% | +47.9% | +48.8% |
| YTD | +34.6% | +13.5% | +21.1% | +24.1% |
| 1Y | +6.8% | +20.0% | -13.1% | -4.7% |
| 3Y | -60.9% | +77.2% | -138.1% | -73.0% |
| 5Y | -78.0% | +81.9% | -159.8% | -85.0% |
| 10Y | -61.6% | +314.1% | -375.7% | -84.3% |
| All | +299.8% | +2,254.4% | -1,954.6% | -25.3% |
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