+138.8%
IMAX vs SPY
+72.2%
+66.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.4% |
| 7D | -3.1% | -0.6% | -2.5% | -2.5% |
| 30D | -3.7% | -3.7% | 0.0% | -0.7% |
| 3M | -4.5% | -2.7% | -1.7% | -2.3% |
| 6M | +38.6% | +2.2% | +36.4% | +35.6% |
| YTD | +32.3% | +10.8% | +21.5% | +20.5% |
| 1Y | +37.2% | +11.2% | +25.9% | +24.4% |
| 3Y | +178.7% | +76.5% | +102.2% | +56.9% |
| 5Y | +138.8% | +72.9% | +65.9% | +41.0% |
| All | +138.8% | +72.2% | +66.6% | +41.0% |
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