+176.7%
IMPP vs SPY
+75.1%
+101.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.3% | +4.1% | +4.3% |
| 7D | -11.4% | -2.7% | -8.7% | -10.2% |
| 30D | -15.1% | -5.4% | -9.7% | -12.9% |
| 3M | -3.0% | -4.1% | +1.1% | -1.2% |
| 6M | -6.2% | +0.7% | -6.9% | -6.7% |
| YTD | +24.6% | +8.7% | +15.9% | +19.5% |
| 1Y | -19.6% | +10.9% | -30.5% | -23.7% |
| 3Y | +176.7% | +75.0% | +101.7% | +117.6% |
| All | +176.7% | +75.1% | +101.6% | +117.6% |
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