+287.1%
IMOS vs SPY
+312.9%
-25.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.3% | +2.9% | +3.0% |
| 7D | -19.5% | -2.7% | -16.8% | -17.1% |
| 30D | -44.3% | -5.4% | -38.9% | -41.1% |
| 3M | -16.8% | -4.1% | -12.7% | -12.9% |
| 6M | -20.1% | +0.7% | -20.8% | -18.8% |
| YTD | +49.7% | +8.7% | +41.0% | +44.1% |
| 1Y | +102.2% | +10.9% | +91.3% | +91.3% |
| 3Y | +105.5% | +75.0% | +30.5% | +38.9% |
| 5Y | +67.2% | +67.8% | -0.6% | +15.7% |
| All | +287.1% | +312.9% | -25.7% | +98.4% |
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