-74.3%
IMSR vs SPY
+35.0%
-109.3%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.3% | -7.4% | -7.9% |
| 7D | -10.8% | -0.9% | -9.9% | -9.3% |
| 30D | -13.5% | -2.4% | -11.2% | -10.0% |
| 3M | -54.9% | -1.2% | -53.7% | -53.6% |
| 6M | -66.6% | +3.3% | -69.9% | -66.8% |
| YTD | -58.1% | +12.3% | -70.4% | -60.7% |
| 1Y | -81.0% | +12.4% | -93.4% | -82.1% |
| All | -74.3% | +35.0% | -109.3% | -76.0% |
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