+145.5%
IMKTA vs SPY
+322.5%
-176.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.5% | +0.9% |
| 7D | +0.1% | -0.8% | +0.8% | +0.4% |
| 30D | -5.0% | -1.1% | -4.0% | -4.5% |
| 3M | -10.5% | +3.9% | -14.4% | -12.2% |
| 6M | -2.1% | +13.6% | -15.7% | -8.3% |
| YTD | +22.0% | +12.7% | +9.3% | +14.6% |
| 1Y | +20.2% | +17.5% | +2.6% | +10.5% |
| 3Y | +13.9% | +76.9% | -63.0% | -16.0% |
| 5Y | +27.7% | +83.6% | -55.9% | -8.7% |
| All | +145.5% | +322.5% | -176.9% | -15.3% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling