+257.0%
IDMO vs SPY
+616.7%
-359.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.3% |
| 7D | +1.1% | -0.4% | +1.5% | +1.3% |
| 30D | +0.9% | -1.4% | +2.3% | +1.9% |
| 3M | +9.6% | +3.7% | +5.9% | +7.1% |
| 6M | +12.4% | +13.0% | -0.6% | +4.0% |
| YTD | +14.9% | +12.4% | +2.5% | +6.7% |
| 1Y | +22.9% | +18.5% | +4.3% | +10.2% |
| 3Y | +102.5% | +77.6% | +24.9% | +40.2% |
| 5Y | +97.2% | +81.7% | +15.5% | +33.9% |
| 10Y | +230.1% | +319.7% | -89.6% | +41.0% |
| All | +257.0% | +616.7% | -359.7% | +27.5% |
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 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