+127.7%
IMOS vs SPY
+78.0%
+49.7%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +2.4% | +7.2% | +6.3% |
| 7D | -11.1% | +0.1% | -11.2% | -10.3% |
| 30D | -38.3% | -3.3% | -35.0% | -34.7% |
| 3M | -8.7% | -2.4% | -6.3% | -4.4% |
| 6M | -19.4% | +2.6% | -22.0% | -19.1% |
| YTD | +63.9% | +11.2% | +52.7% | +52.4% |
| 1Y | +121.7% | +13.4% | +108.3% | +102.1% |
| 3Y | +127.7% | +79.9% | +47.8% | +42.2% |
| All | +127.7% | +78.0% | +49.7% | +42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling