+171.3%
IMCV vs SPY
+311.3%
-140.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.4% |
| 7D | 0.0% | +0.5% | -0.6% | -0.5% |
| 30D | 0.0% | -0.9% | +0.9% | +0.8% |
| 3M | +7.9% | +3.9% | +4.0% | +3.9% |
| 6M | +13.1% | +14.5% | -1.4% | -0.7% |
| YTD | +18.4% | +12.9% | +5.5% | +5.3% |
| 1Y | +23.9% | +19.4% | +4.5% | +4.4% |
| 3Y | +64.6% | +78.5% | -13.8% | -6.6% |
| 5Y | +67.7% | +81.8% | -14.0% | -7.1% |
| 10Y | +171.3% | +311.5% | -140.2% | -35.6% |
| All | +171.3% | +311.3% | -140.0% | -35.6% |
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