+129.2%
IMAX vs SPY
+67.4%
+61.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.2% |
| 7D | -5.8% | -2.7% | -3.1% | -3.6% |
| 30D | -7.3% | -5.4% | -2.0% | -3.1% |
| 3M | -4.1% | -4.1% | -0.1% | -0.8% |
| 6M | +33.6% | +0.7% | +32.9% | +32.3% |
| YTD | +29.0% | +8.7% | +20.3% | +19.3% |
| 1Y | +38.5% | +10.9% | +27.6% | +25.8% |
| 3Y | +166.6% | +75.0% | +91.6% | +50.6% |
| All | +129.2% | +67.4% | +61.8% | +40.6% |
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