-47.2%
IMSR vs SPY
+34.3%
-81.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.4% |
| 7D | +3.5% | -2.0% | +5.5% | +6.2% |
| 30D | -7.2% | -1.7% | -5.6% | -5.0% |
| 3M | -23.1% | +4.7% | -27.8% | -26.3% |
| 6M | -23.2% | +12.5% | -35.7% | -29.2% |
| YTD | -13.9% | +11.7% | -25.6% | -19.6% |
| 1Y | -55.1% | +17.5% | -72.6% | -58.1% |
| All | -47.2% | +34.3% | -81.6% | -50.8% |
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