-93.3%
IOTR vs SPY
+45.6%
-139.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +1.2% |
| 7D | -5.7% | -0.8% | -4.9% | -4.2% |
| 30D | -14.9% | -1.1% | -13.8% | -13.3% |
| 3M | -26.3% | +3.9% | -30.1% | -33.7% |
| 6M | +16.0% | +13.6% | +2.4% | -13.9% |
| YTD | -3.2% | +12.7% | -15.9% | -26.6% |
| 1Y | -47.2% | +17.5% | -64.7% | -64.3% |
| All | -93.3% | +45.6% | -139.0% | -98.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling