+464.8%
IIM vs SPY
+3,133.1%
-2,668.4%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -2.8% | +0.1% | -2.9% | -2.8% |
| 30D | -0.9% | +0.1% | -1.0% | -0.9% |
| 3M | +1.0% | +2.0% | -1.0% | +0.7% |
| 6M | -1.8% | +13.0% | -14.8% | -3.7% |
| YTD | +5.6% | +13.5% | -7.9% | +3.5% |
| 1Y | +13.3% | +20.0% | -6.7% | +10.0% |
| 3Y | +31.5% | +77.2% | -45.7% | +19.9% |
| 5Y | -1.2% | +81.9% | -83.1% | -10.6% |
| 10Y | +26.6% | +314.1% | -287.4% | +1.6% |
| All | +464.8% | +3,133.1% | -2,668.4% | +157.0% |
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