-15.1%
IMVP vs SPY
+18.8%
-33.8%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.3% |
| 7D | -2.8% | -0.4% | -2.5% | -2.6% |
| 30D | -3.8% | -1.4% | -2.4% | -2.8% |
| 3M | -1.5% | +3.7% | -5.3% | -4.2% |
| 6M | -9.4% | +13.0% | -22.4% | -18.0% |
| YTD | -17.1% | +12.4% | -29.5% | -24.5% |
| 1Y | -15.1% | +18.5% | -33.6% | -23.5% |
| All | -15.1% | +18.8% | -33.8% | -23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling