-99.1%
IMA vs SPY
+107.7%
-206.8%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.9% |
| 7D | -15.5% | +2.6% | -18.1% | -17.7% |
| 30D | -16.4% | -2.0% | -14.4% | -15.2% |
| 3M | -40.9% | -2.8% | -38.1% | -39.5% |
| 6M | -39.9% | +2.1% | -42.0% | -41.5% |
| YTD | -49.7% | +11.5% | -61.2% | -55.2% |
| 1Y | -58.3% | +13.5% | -71.8% | -63.6% |
| 3Y | -80.5% | +77.7% | -158.2% | -90.3% |
| 5Y | -98.3% | +72.6% | -170.9% | -99.1% |
| All | -99.1% | +107.7% | -206.8% | -99.5% |
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