-81.8%
IHRT vs SPY
+187.5%
-269.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.7% |
| 7D | +2.0% | +0.1% | +1.9% | +1.9% |
| 30D | -26.4% | +0.1% | -26.4% | -26.3% |
| 3M | -33.4% | +2.0% | -35.4% | -35.3% |
| 6M | -8.9% | +13.0% | -21.9% | -23.2% |
| YTD | -32.6% | +13.5% | -46.1% | -43.5% |
| 1Y | +23.0% | +20.0% | +3.1% | -4.6% |
| 3Y | -21.2% | +77.2% | -98.4% | -64.9% |
| 5Y | -88.8% | +81.9% | -170.7% | -95.0% |
| All | -81.8% | +187.5% | -269.3% | -95.1% |
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