-41.6%
IOTR vs SPY
+20.8%
-62.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.8% |
| 7D | +2.4% | +0.1% | +2.3% | +2.2% |
| 30D | -12.5% | +0.1% | -12.6% | -12.9% |
| 3M | -38.8% | +2.0% | -40.8% | -40.6% |
| 6M | +32.1% | +13.0% | +19.1% | +5.8% |
| YTD | +2.7% | +13.5% | -10.9% | -19.1% |
| 1Y | -41.6% | +20.0% | -61.6% | -56.9% |
| All | -41.6% | +20.8% | -62.5% | -56.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling