+38.1%
IRTR vs SPY
+81.9%
-43.8%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -1.3% | -2.0% | +0.6% | -0.6% |
| 30D | -1.1% | -1.7% | +0.5% | -0.5% |
| 3M | +1.0% | +4.7% | -3.7% | -0.8% |
| 6M | +3.3% | +12.5% | -9.2% | -1.2% |
| YTD | +4.6% | +11.7% | -7.1% | +0.3% |
| 1Y | +7.1% | +17.5% | -10.4% | +0.8% |
| All | +38.1% | +81.9% | -43.8% | +5.5% |
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