-99.9%
IMCC vs SPY
+184.0%
-283.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | -0.4% | -9.6% | -9.8% |
| 7D | -41.9% | +0.1% | -42.0% | -42.1% |
| 30D | -47.2% | +0.1% | -47.3% | -47.2% |
| 3M | -77.6% | +2.0% | -79.5% | -77.7% |
| 6M | -90.6% | +13.0% | -103.6% | -91.2% |
| YTD | -95.3% | +13.5% | -108.8% | -95.6% |
| 1Y | -96.8% | +20.0% | -116.7% | -97.1% |
| 3Y | -98.7% | +77.2% | -175.9% | -99.1% |
| 5Y | -100.0% | +81.9% | -181.8% | -100.0% |
| All | -99.9% | +184.0% | -283.9% | -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 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