-97.4%
IMDX vs SPY
+341.1%
-438.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.7% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | -17.4% | +0.1% | -17.5% | -17.5% |
| 3M | -36.9% | +2.0% | -38.9% | -37.8% |
| 6M | -24.5% | +13.0% | -37.5% | -32.8% |
| YTD | -44.9% | +13.5% | -58.5% | -51.2% |
| 1Y | +67.2% | +20.0% | +47.2% | +40.2% |
| 3Y | +19.0% | +77.2% | -58.2% | -40.1% |
| 5Y | -95.1% | +81.9% | -177.0% | -97.5% |
| 10Y | -94.1% | +314.1% | -408.2% | -99.1% |
| All | -97.4% | +341.1% | -438.5% | -99.7% |
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