+410.0%
IMO vs SPY
+307.0%
+103.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.3% |
| 7D | +3.1% | +2.6% | +0.5% | +0.8% |
| 30D | -0.7% | -2.0% | +1.3% | +0.6% |
| 3M | -2.3% | -2.8% | +0.5% | -0.5% |
| 6M | -1.3% | +2.1% | -3.4% | -4.2% |
| YTD | +51.4% | +11.5% | +39.9% | +35.2% |
| 1Y | +36.7% | +13.5% | +23.2% | +20.0% |
| 3Y | +144.2% | +77.7% | +66.5% | +39.1% |
| 5Y | +316.6% | +72.6% | +244.0% | +140.4% |
| All | +410.0% | +307.0% | +103.0% | +31.7% |
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