-93.0%
IOTR vs SPY
+46.0%
-139.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -0.5% |
| 7D | -2.0% | +0.5% | -2.5% | -3.1% |
| 30D | -13.9% | -0.9% | -13.0% | -12.7% |
| 3M | -27.4% | +3.9% | -31.2% | -34.6% |
| 6M | +25.4% | +14.5% | +10.9% | -9.0% |
| YTD | +1.0% | +12.9% | -11.9% | -23.8% |
| 1Y | -43.2% | +19.4% | -62.6% | -63.3% |
| All | -93.0% | +46.0% | -139.0% | -98.6% |
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