+68.8%
IMFL vs SPY
+113.6%
-44.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.4% |
| 7D | +0.2% | -0.4% | +0.5% | +0.4% |
| 30D | +0.7% | -1.4% | +2.1% | +1.7% |
| 3M | +3.7% | +3.7% | 0.0% | +1.1% |
| 6M | +9.1% | +13.0% | -3.9% | +0.5% |
| YTD | +18.5% | +12.4% | +6.2% | +9.6% |
| 1Y | +29.6% | +18.5% | +11.0% | +15.7% |
| 3Y | +62.1% | +77.6% | -15.5% | +8.6% |
| 5Y | +50.9% | +81.7% | -30.8% | -1.1% |
| All | +68.8% | +113.6% | -44.8% | -2.5% |
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