+88.4%
IMVP vs SPY
+312.5%
-224.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.4% |
| 7D | -2.8% | -0.4% | -2.5% | -2.6% |
| 30D | -3.8% | -1.4% | -2.4% | -2.9% |
| 3M | -1.6% | +3.7% | -5.3% | -3.9% |
| 6M | -9.4% | +13.0% | -22.4% | -16.3% |
| YTD | -17.1% | +12.4% | -29.5% | -23.1% |
| 1Y | -15.1% | +18.5% | -33.6% | -24.1% |
| 3Y | -0.7% | +77.6% | -78.3% | -33.3% |
| 5Y | +1.1% | +81.7% | -80.6% | -34.0% |
| 10Y | +88.4% | +319.7% | -231.2% | -42.5% |
| All | +88.4% | +312.5% | -224.1% | -42.5% |
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