+18.8%
IMKTA vs SPY
+20.8%
-2.0%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +1.2% | +0.1% | +1.0% | +1.1% |
| 30D | -5.4% | +0.1% | -5.5% | -5.4% |
| 3M | -4.5% | +2.0% | -6.5% | -4.3% |
| 6M | -2.9% | +13.0% | -15.9% | -3.7% |
| YTD | +21.9% | +13.5% | +8.4% | +20.4% |
| 1Y | +18.8% | +20.0% | -1.2% | +12.2% |
| All | +18.8% | +20.8% | -2.0% | +12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling