+437.3%
IMOS vs SPY
+313.4%
+123.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.5% |
| 7D | +3.9% | +0.1% | +3.8% | +3.7% |
| 30D | +12.9% | +0.1% | +12.9% | +12.8% |
| 3M | -8.7% | +2.0% | -10.7% | -9.5% |
| 6M | +55.0% | +13.0% | +42.0% | +42.7% |
| YTD | +97.0% | +13.5% | +83.4% | +80.7% |
| 1Y | +242.3% | +20.0% | +222.3% | +201.0% |
| 3Y | +165.5% | +77.2% | +88.3% | +74.8% |
| 5Y | +67.7% | +81.9% | -14.1% | +7.9% |
| All | +437.3% | +313.4% | +123.9% | +106.0% |
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