-8.4%
IIM vs SPY
+74.6%
-83.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.2% |
| 7D | -0.1% | -0.9% | +0.8% | +0.1% |
| 30D | +6.6% | -2.4% | +8.9% | +7.2% |
| 3M | -8.8% | -1.2% | -7.7% | -8.6% |
| 6M | -3.5% | +3.3% | -6.8% | -4.3% |
| YTD | -2.4% | +12.3% | -14.7% | -5.3% |
| 1Y | -2.9% | +12.4% | -15.3% | -5.8% |
| 3Y | +28.7% | +78.8% | -50.1% | +9.6% |
| 5Y | -8.4% | +75.2% | -83.6% | -22.7% |
| All | -8.4% | +74.6% | -83.1% | -22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling