-18.1%
IMCR vs SPY
+112.5%
-130.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.7% |
| 7D | -4.1% | +0.5% | -4.6% | -4.4% |
| 30D | +4.0% | -0.9% | +4.9% | +4.7% |
| 3M | +27.2% | +3.9% | +23.4% | +23.4% |
| 6M | +7.3% | +14.5% | -7.2% | -3.2% |
| YTD | +1.9% | +12.9% | -11.0% | -7.2% |
| 1Y | -3.5% | +19.4% | -22.9% | -15.7% |
| 3Y | -36.7% | +78.5% | -115.2% | -59.6% |
| 5Y | +7.5% | +81.8% | -74.2% | -30.1% |
| All | -18.1% | +112.5% | -130.6% | -52.3% |
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 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