+299.9%
IRT vs SPY
+466.9%
-167.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | +0.1% |
| 7D | -1.3% | +0.1% | -1.5% | -1.5% |
| 30D | -5.9% | +0.1% | -5.9% | -5.9% |
| 3M | -1.7% | +2.0% | -3.7% | -3.7% |
| 6M | -1.7% | +13.0% | -14.7% | -12.2% |
| YTD | -5.9% | +13.5% | -19.4% | -16.3% |
| 1Y | -5.6% | +20.0% | -25.6% | -20.3% |
| 3Y | +8.9% | +77.2% | -68.3% | -35.9% |
| 5Y | -7.9% | +81.9% | -89.7% | -47.5% |
| 10Y | +170.6% | +314.1% | -143.5% | -21.0% |
| All | +299.9% | +466.9% | -167.1% | +3.9% |
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 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