-99.9%
IMCC vs SPY
+182.4%
-282.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.7% |
| 7D | -32.2% | +0.5% | -32.7% | -32.6% |
| 30D | -47.7% | -0.9% | -46.8% | -47.5% |
| 3M | -77.9% | +3.9% | -81.8% | -78.3% |
| 6M | -91.3% | +14.5% | -105.8% | -91.9% |
| YTD | -95.3% | +12.9% | -108.2% | -95.6% |
| 1Y | -96.5% | +19.4% | -115.8% | -96.8% |
| 3Y | -98.6% | +78.5% | -177.0% | -99.0% |
| 5Y | -100.0% | +81.8% | -181.7% | -100.0% |
| All | -99.9% | +182.4% | -282.3% | -100.0% |
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