-98.7%
IMA vs SPY
+109.3%
-208.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.3% |
| 7D | +1.0% | -0.4% | +1.4% | +1.3% |
| 30D | -12.4% | -1.4% | -11.0% | -11.2% |
| 3M | -9.7% | +3.7% | -13.4% | -13.1% |
| 6M | -15.4% | +13.0% | -28.4% | -25.3% |
| YTD | -27.4% | +12.4% | -39.8% | -35.4% |
| 1Y | -45.5% | +18.5% | -64.0% | -54.1% |
| 3Y | -90.5% | +77.6% | -168.1% | -95.1% |
| 5Y | -96.8% | +81.7% | -178.5% | -98.3% |
| All | -98.7% | +109.3% | -208.0% | -99.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling