-3.4%
IMCC vs SPY
+20.8%
-24.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | -0.4% | -9.6% | -11.9% |
| 7D | -41.9% | +0.1% | -42.0% | -41.0% |
| 30D | +1,484.0% | +0.1% | +1,483.9% | +1,574.1% |
| 3M | +573.5% | +2.0% | +571.5% | +589.6% |
| 6M | +182.5% | +13.0% | +169.4% | +182.8% |
| YTD | +42.4% | +13.5% | +28.9% | +43.2% |
| 1Y | -3.4% | +20.0% | -23.4% | -15.3% |
| All | -3.4% | +20.8% | -24.3% | -15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling