+67.8%
IMVP vs SPY
+691.1%
-623.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.8% |
| 7D | +5.9% | -0.6% | +6.5% | +6.4% |
| 30D | +11.6% | -3.7% | +15.3% | +15.5% |
| 3M | 0.0% | -2.7% | +2.8% | +2.6% |
| 6M | -3.1% | +2.2% | -5.3% | -5.5% |
| YTD | -13.8% | +10.8% | -24.6% | -22.2% |
| 1Y | -14.0% | +11.2% | -25.3% | -22.8% |
| 3Y | +5.9% | +76.5% | -70.6% | -41.8% |
| 5Y | +4.1% | +72.9% | -68.8% | -43.3% |
| 10Y | +103.0% | +304.8% | -201.9% | -60.5% |
| All | +67.8% | +691.1% | -623.3% | -83.8% |
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