+819.5%
IMCB vs SPY
+932.0%
-112.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | +0.1% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | -0.3% | +0.1% | -0.4% | -0.4% |
| 3M | +4.0% | +2.0% | +2.0% | +1.8% |
| 6M | +13.4% | +13.0% | +0.4% | 0.0% |
| YTD | +20.1% | +13.5% | +6.6% | +5.4% |
| 1Y | +21.4% | +20.0% | +1.5% | +0.7% |
| 3Y | +62.6% | +77.2% | -14.5% | -10.1% |
| 5Y | +52.6% | +81.9% | -29.3% | -18.0% |
| 10Y | +191.8% | +314.1% | -122.2% | -31.9% |
| All | +819.5% | +932.0% | -112.5% | -13.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling