-73.8%
IMSR vs SPY
+34.0%
-107.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.8% | +4.9% |
| 7D | -8.1% | +2.6% | -10.7% | -11.4% |
| 30D | -11.2% | -2.0% | -9.2% | -8.1% |
| 3M | -56.9% | -2.8% | -54.1% | -54.8% |
| 6M | -63.3% | +2.1% | -65.5% | -63.1% |
| YTD | -57.3% | +11.5% | -68.8% | -59.6% |
| 1Y | -78.3% | +13.5% | -91.7% | -79.5% |
| All | -73.8% | +34.0% | -107.9% | -75.3% |
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