-98.5%
IMDX vs SPY
+322.2%
-420.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +0.9% |
| 7D | -15.9% | -2.7% | -13.2% | -13.1% |
| 30D | -28.0% | -5.4% | -22.6% | -22.9% |
| 3M | -48.1% | -4.1% | -44.0% | -45.2% |
| 6M | -50.5% | +0.7% | -51.2% | -49.8% |
| YTD | -66.8% | +8.7% | -75.5% | -68.8% |
| 1Y | -61.7% | +10.9% | -72.6% | -64.6% |
| 3Y | +12.2% | +75.0% | -62.8% | -42.4% |
| 5Y | -96.3% | +67.8% | -164.1% | -98.0% |
| 10Y | -96.8% | +312.9% | -409.7% | -99.6% |
| All | -98.5% | +322.2% | -420.6% | -99.8% |
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