+279.1%
IRT vs SPY
+455.4%
-176.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -1.5% |
| 7D | +0.9% | +0.1% | +0.8% | +0.7% |
| 30D | +2.0% | -3.3% | +5.4% | +4.8% |
| 3M | -11.6% | -2.4% | -9.2% | -10.0% |
| 6M | -6.1% | +2.6% | -8.7% | -8.9% |
| YTD | -10.8% | +11.2% | -22.0% | -19.4% |
| 1Y | -4.4% | +13.4% | -17.8% | -15.2% |
| 3Y | +31.5% | +79.9% | -48.4% | -24.0% |
| 5Y | -26.1% | +72.2% | -98.3% | -55.9% |
| 10Y | +185.0% | +307.3% | -122.3% | -15.8% |
| All | +279.1% | +455.4% | -176.3% | -0.1% |
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