+64.7%
IMFL vs SPY
+110.7%
-45.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.6% |
| 7D | 0.0% | -0.6% | +0.6% | +0.4% |
| 30D | +0.8% | -3.7% | +4.4% | +3.4% |
| 3M | -1.7% | -2.7% | +1.0% | +0.2% |
| 6M | +0.1% | +2.2% | -2.1% | -1.4% |
| YTD | +15.7% | +10.8% | +4.9% | +8.0% |
| 1Y | +20.3% | +11.2% | +9.1% | +12.0% |
| 3Y | +62.2% | +76.5% | -14.3% | +9.2% |
| 5Y | +52.6% | +72.9% | -20.4% | +4.0% |
| All | +64.7% | +110.7% | -45.9% | -3.9% |
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 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