+202.2%
IMCB vs SPY
+311.8%
-109.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | -0.1% |
| 7D | -0.1% | -0.9% | +0.8% | +0.8% |
| 30D | +1.8% | -2.4% | +4.2% | +4.2% |
| 3M | -0.6% | -1.2% | +0.6% | +0.5% |
| 6M | +9.3% | +3.3% | +6.0% | +5.5% |
| YTD | +20.9% | +12.3% | +8.6% | +7.3% |
| 1Y | +21.0% | +12.4% | +8.5% | +7.1% |
| 3Y | +74.4% | +78.8% | -4.4% | -4.8% |
| 5Y | +48.5% | +75.2% | -26.6% | -17.2% |
| 10Y | +202.2% | +311.1% | -108.9% | -30.8% |
| All | +202.2% | +311.8% | -109.6% | -30.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling