+228.3%
IMAX vs SPY
+82.0%
+146.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.2% |
| 7D | +2.5% | +0.1% | +2.4% | +2.4% |
| 30D | +2.0% | +0.1% | +1.9% | +2.0% |
| 3M | +32.1% | +2.0% | +30.1% | +29.4% |
| 6M | +25.5% | +13.0% | +12.4% | +12.8% |
| YTD | +39.7% | +13.5% | +26.2% | +24.8% |
| 1Y | +76.8% | +20.0% | +56.8% | +50.4% |
| 3Y | +171.9% | +77.2% | +94.7% | +54.0% |
| All | +228.3% | +82.0% | +146.3% | +88.5% |
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 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