+63.9%
IMCV vs SPY
+72.1%
-8.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.7% |
| 7D | +2.2% | +2.6% | -0.4% | +0.1% |
| 30D | +4.9% | -2.0% | +6.9% | +6.4% |
| 3M | +2.2% | -2.8% | +5.0% | +4.3% |
| 6M | +14.4% | +2.1% | +12.2% | +11.9% |
| YTD | +23.0% | +11.5% | +11.5% | +11.8% |
| 1Y | +27.0% | +13.5% | +13.5% | +13.8% |
| 3Y | +78.3% | +77.7% | +0.6% | +7.6% |
| All | +63.9% | +72.1% | -8.2% | +0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling