+43.3%
IMPP vs SPY
+18.8%
+24.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +0.8% |
| 7D | +0.9% | -0.4% | +1.3% | +1.1% |
| 30D | +15.3% | -1.4% | +16.6% | +16.1% |
| 3M | +3.5% | +3.7% | -0.2% | +0.5% |
| 6M | +11.0% | +13.0% | -2.0% | +0.2% |
| YTD | +48.1% | +12.4% | +35.7% | +33.9% |
| 1Y | +43.3% | +18.5% | +24.8% | +26.9% |
| All | +43.3% | +18.8% | +24.5% | +26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling