-35.8%
IRTC vs SPY
+18.8%
-54.6%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.9% |
| 7D | -2.4% | -0.4% | -2.0% | -2.2% |
| 30D | -4.2% | -1.4% | -2.8% | -3.3% |
| 3M | +5.0% | +3.7% | +1.3% | +2.5% |
| 6M | -3.4% | +13.0% | -16.4% | -14.1% |
| YTD | -32.6% | +12.4% | -45.0% | -40.0% |
| 1Y | -35.8% | +18.5% | -54.4% | -46.9% |
| All | -35.8% | +18.8% | -54.6% | -46.9% |
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