-96.8%
IMA vs SPY
+81.8%
-178.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.5% | +4.7% | +4.7% |
| 7D | +0.6% | +0.5% | 0.0% | 0.0% |
| 30D | -11.2% | -0.9% | -10.3% | -10.5% |
| 3M | -10.3% | +3.9% | -14.2% | -13.7% |
| 6M | -13.5% | +14.5% | -28.1% | -24.5% |
| YTD | -26.8% | +12.9% | -39.7% | -35.1% |
| 1Y | -45.6% | +19.4% | -65.0% | -54.4% |
| 3Y | -90.4% | +78.5% | -168.9% | -95.1% |
| 5Y | -96.8% | +81.8% | -178.5% | -98.3% |
| All | -96.8% | +81.8% | -178.5% | -98.3% |
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 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