+132.0%
IMAX vs SPY
+67.0%
+65.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -4.4% | -2.6% | -3.5% |
| 7D | -6.3% | -4.7% | -1.5% | -2.4% |
| 30D | -4.8% | -5.9% | +1.1% | 0.0% |
| 3M | -4.9% | -4.5% | -0.4% | -1.3% |
| 6M | +34.7% | +1.8% | +32.9% | +32.1% |
| YTD | +30.2% | +8.3% | +21.9% | +20.8% |
| 1Y | +43.4% | +9.3% | +34.1% | +31.9% |
| 3Y | +158.3% | +74.9% | +83.5% | +45.9% |
| 5Y | +132.0% | +67.3% | +64.7% | +43.2% |
| All | +132.0% | +67.0% | +65.0% | +43.2% |
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