-67.2%
IHRT vs SPY
+78.1%
-145.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.8% |
| 7D | -66.3% | +2.6% | -68.9% | -67.1% |
| 30D | -65.5% | -2.0% | -63.5% | -64.2% |
| 3M | -80.1% | -2.8% | -77.3% | -79.1% |
| 6M | -88.5% | +2.1% | -90.7% | -88.8% |
| YTD | -85.6% | +11.5% | -97.1% | -87.6% |
| 1Y | -85.7% | +13.5% | -99.2% | -87.9% |
| 3Y | -67.2% | +77.7% | -144.9% | -90.3% |
| All | -67.2% | +78.1% | -145.3% | -90.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling