+997.1%
IMCG vs SPY
+917.0%
+80.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.7% |
| 7D | +4.5% | +3.3% | +1.2% | +1.0% |
| 30D | -2.6% | -2.7% | +0.1% | +0.3% |
| 3M | -6.1% | -1.7% | -4.3% | -4.3% |
| 6M | +4.5% | +3.1% | +1.4% | +1.4% |
| YTD | +17.9% | +11.9% | +6.0% | +5.3% |
| 1Y | +15.2% | +12.0% | +3.2% | +2.7% |
| 3Y | +69.2% | +78.2% | -9.0% | -7.0% |
| 5Y | +29.1% | +73.2% | -44.2% | -26.3% |
| 10Y | +273.0% | +309.6% | -36.7% | -12.4% |
| All | +997.1% | +917.0% | +80.1% | +3.7% |
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