-48.3%
IMSR vs SPY
+36.5%
-84.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.9% |
| 7D | +1.0% | +0.1% | +0.9% | +0.8% |
| 30D | -3.7% | +0.1% | -3.8% | -3.5% |
| 3M | -41.0% | +2.0% | -43.0% | -41.7% |
| 6M | -27.1% | +13.0% | -40.1% | -33.6% |
| YTD | -15.7% | +13.5% | -29.3% | -22.9% |
| 1Y | -55.2% | +20.0% | -75.2% | -59.1% |
| All | -48.3% | +36.5% | -84.9% | -52.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling