-99.3%
IMCC vs SPY
+78.1%
-177.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.9% |
| 7D | -11.0% | +2.6% | -13.6% | -11.9% |
| 30D | -57.9% | -2.0% | -55.9% | -57.4% |
| 3M | -85.4% | -2.8% | -82.7% | -85.2% |
| 6M | -92.5% | +2.1% | -94.6% | -92.4% |
| YTD | -98.6% | +11.5% | -110.1% | -98.6% |
| 1Y | -98.6% | +13.5% | -112.0% | -98.5% |
| 3Y | -99.3% | +77.7% | -177.0% | -98.3% |
| All | -99.3% | +78.1% | -177.4% | -98.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling