-96.3%
IMDX vs SPY
+74.0%
-170.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -3.0% | -3.0% |
| 7D | -6.1% | +3.3% | -9.4% | -9.5% |
| 30D | -22.7% | -2.7% | -20.1% | -20.2% |
| 3M | -48.7% | -1.7% | -46.9% | -47.4% |
| 6M | -53.6% | +3.1% | -56.7% | -54.2% |
| YTD | -69.2% | +11.9% | -81.1% | -71.8% |
| 1Y | -72.8% | +12.0% | -84.7% | -75.0% |
| 3Y | -16.9% | +78.2% | -95.1% | -56.6% |
| 5Y | -96.3% | +73.2% | -169.5% | -97.9% |
| All | -96.3% | +74.0% | -170.3% | -97.9% |
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