+1,464.2%
IMOS vs SPY
+1,029.9%
+434.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.2% | -4.4% | -12.8% | -12.9% |
| 7D | -28.7% | -4.7% | -24.0% | -24.7% |
| 30D | -45.9% | -5.9% | -40.0% | -42.0% |
| 3M | -16.9% | -4.5% | -12.4% | -12.2% |
| 6M | -21.6% | +1.8% | -23.4% | -21.1% |
| YTD | +45.0% | +8.3% | +36.6% | +38.4% |
| 1Y | +98.7% | +9.3% | +89.3% | +87.6% |
| 3Y | +97.0% | +74.9% | +22.2% | +19.9% |
| 5Y | +61.9% | +67.3% | -5.3% | +1.8% |
| 10Y | +273.5% | +311.6% | -38.1% | -8.2% |
| All | +1,464.2% | +1,029.9% | +434.3% | +24.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling