+100.6%
IMOM vs SPY
+318.9%
-218.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -0.9% |
| 7D | -2.0% | -2.0% | 0.0% | -0.4% |
| 30D | -2.1% | -1.7% | -0.4% | -0.7% |
| 3M | -3.4% | +4.7% | -8.1% | -6.8% |
| 6M | -3.3% | +12.5% | -15.8% | -11.6% |
| YTD | +6.3% | +11.7% | -5.5% | -2.3% |
| 1Y | +17.3% | +17.5% | -0.2% | +3.6% |
| 3Y | +79.8% | +76.6% | +3.2% | +14.6% |
| 5Y | +27.2% | +82.0% | -54.8% | -21.2% |
| All | +100.6% | +318.9% | -218.3% | -26.7% |
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