+452.2%
IMO vs SPY
+81.0%
+371.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.5% |
| 7D | -0.9% | -0.4% | -0.5% | -0.7% |
| 30D | +2.7% | -1.4% | +4.1% | +3.5% |
| 3M | +11.1% | +3.7% | +7.4% | +8.2% |
| 6M | +11.4% | +13.0% | -1.6% | +2.1% |
| YTD | +54.8% | +12.4% | +42.4% | +42.4% |
| 1Y | +50.0% | +18.5% | +31.5% | +32.8% |
| 3Y | +144.5% | +77.6% | +66.9% | +62.0% |
| 5Y | +452.2% | +81.7% | +370.5% | +254.8% |
| All | +452.2% | +81.0% | +371.2% | +254.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling