-98.7%
IMA vs SPY
+111.5%
-210.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.3% |
| 7D | -9.2% | +0.1% | -9.3% | -9.3% |
| 30D | -15.7% | +0.1% | -15.7% | -15.7% |
| 3M | -14.8% | +2.0% | -16.8% | -16.5% |
| 6M | -21.1% | +13.0% | -34.2% | -30.3% |
| YTD | -29.7% | +13.5% | -43.3% | -38.1% |
| 1Y | -42.6% | +20.0% | -62.6% | -52.2% |
| 3Y | -91.6% | +77.2% | -168.8% | -95.7% |
| 5Y | -97.1% | +81.9% | -179.0% | -98.5% |
| All | -98.7% | +111.5% | -210.2% | -99.4% |
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