+316.3%
IMOS vs SPY
+306.4%
+9.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.9% |
| 7D | -7.5% | -0.6% | -6.9% | -6.4% |
| 30D | -37.9% | -3.7% | -34.2% | -35.3% |
| 3M | -9.0% | -2.7% | -6.3% | -5.8% |
| 6M | -18.9% | +2.2% | -21.1% | -18.5% |
| YTD | +65.0% | +10.8% | +54.1% | +56.3% |
| 1Y | +117.4% | +11.2% | +106.2% | +105.1% |
| 3Y | +126.5% | +76.5% | +50.0% | +51.8% |
| 5Y | +91.1% | +72.9% | +18.2% | +29.0% |
| All | +316.3% | +306.4% | +9.9% | +73.3% |
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