+11.4%
IRTC vs SPY
+75.1%
-63.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -30.7% | +0.3% | -31.0% | -31.0% |
| 7D | -26.9% | -2.7% | -24.2% | -25.2% |
| 30D | -14.1% | -5.4% | -8.7% | -9.9% |
| 3M | -29.6% | -4.1% | -25.5% | -27.1% |
| 6M | -23.3% | +0.7% | -24.1% | -24.6% |
| YTD | -49.2% | +8.7% | -57.8% | -53.5% |
| 1Y | -49.1% | +10.9% | -60.0% | -54.4% |
| 3Y | +11.4% | +75.0% | -63.6% | -52.4% |
| All | +11.4% | +75.1% | -63.7% | -52.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling