+8,498.9%
IMO vs SPY
+3,091.8%
+5,407.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -1.8% |
| 7D | -1.0% | +0.1% | -1.1% | -1.1% |
| 30D | +3.1% | +0.1% | +3.1% | +3.0% |
| 3M | +1.8% | +2.0% | -0.1% | 0.0% |
| 6M | +9.1% | +13.0% | -4.0% | -1.2% |
| YTD | +51.3% | +13.5% | +37.7% | +36.5% |
| 1Y | +50.1% | +20.0% | +30.1% | +29.9% |
| 3Y | +138.9% | +77.2% | +61.8% | +53.4% |
| 5Y | +431.6% | +81.9% | +349.7% | +231.5% |
| 10Y | +418.9% | +314.1% | +104.9% | +84.4% |
| All | +8,498.9% | +3,091.8% | +5,407.1% | +1,160.6% |
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