+4,197.1%
IMKTA vs SPY
+3,074.3%
+1,122.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.8% | -1.0% |
| 7D | +1.6% | +0.5% | +1.1% | +1.3% |
| 30D | -7.0% | -0.9% | -6.1% | -6.4% |
| 3M | -11.6% | +3.9% | -15.5% | -14.0% |
| 6M | -3.7% | +14.5% | -18.2% | -12.8% |
| YTD | +20.2% | +12.9% | +7.3% | +9.8% |
| 1Y | +18.3% | +19.4% | -1.1% | +3.8% |
| 3Y | +12.2% | +78.5% | -66.2% | -27.0% |
| 5Y | +23.9% | +81.8% | -57.8% | -21.7% |
| 10Y | +140.5% | +311.5% | -171.0% | -20.8% |
| All | +4,197.1% | +3,074.3% | +1,122.8% | +438.4% |
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