-46.6%
IMSR vs SPY
+35.1%
-81.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.5% | -5.7% | -5.6% |
| 7D | +4.5% | -0.4% | +4.9% | +4.9% |
| 30D | -2.4% | -1.4% | -1.0% | -0.4% |
| 3M | -25.7% | +3.7% | -29.4% | -28.0% |
| 6M | -20.8% | +13.0% | -33.8% | -27.5% |
| YTD | -12.9% | +12.4% | -25.3% | -19.3% |
| 1Y | -53.8% | +18.5% | -72.3% | -57.3% |
| All | -46.6% | +35.1% | -81.8% | -50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling