+230.4%
IRTC vs SPY
+310.6%
-80.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.6% |
| 7D | -31.9% | -0.6% | -31.3% | -31.6% |
| 30D | -19.3% | -3.7% | -15.7% | -16.1% |
| 3M | -31.0% | -2.7% | -28.3% | -29.1% |
| 6M | -28.7% | +2.2% | -30.9% | -31.3% |
| YTD | -51.5% | +10.8% | -62.3% | -57.6% |
| 1Y | -51.2% | +11.2% | -62.4% | -57.4% |
| 3Y | +18.8% | +76.5% | -57.7% | -41.1% |
| 5Y | -15.4% | +72.9% | -88.4% | -56.0% |
| 10Y | +263.1% | +304.8% | -41.7% | -25.3% |
| All | +230.4% | +310.6% | -80.2% | -33.9% |
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