+98.2%
IAT vs SPY
+709.7%
-611.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.9% |
| 7D | -0.7% | -2.7% | +2.0% | +2.6% |
| 30D | +5.2% | -5.4% | +10.6% | +12.4% |
| 3M | -6.9% | -4.1% | -2.8% | -2.3% |
| 6M | +2.5% | +0.7% | +1.8% | +0.8% |
| YTD | +9.7% | +8.7% | +1.0% | -2.2% |
| 1Y | +23.3% | +10.9% | +12.4% | +7.1% |
| 3Y | +89.9% | +75.0% | +14.9% | -7.4% |
| 5Y | +6.7% | +67.8% | -61.0% | -45.1% |
| 10Y | +117.5% | +312.9% | -195.4% | -64.0% |
| All | +98.2% | +709.7% | -611.5% | -84.2% |
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