+45.4%
IMXI vs SPY
+281.0%
-235.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | -0.4% |
| 7D | -2.8% | -0.8% | -2.1% | -2.3% |
| 30D | +24.2% | -1.1% | +25.3% | +25.1% |
| 3M | -5.2% | +3.9% | -9.1% | -7.9% |
| 6M | -10.7% | +13.6% | -24.3% | -18.9% |
| YTD | -8.2% | +12.7% | -20.9% | -16.3% |
| 1Y | -2.9% | +17.5% | -20.4% | -14.3% |
| 3Y | -19.4% | +76.9% | -96.3% | -47.7% |
| 5Y | -20.1% | +83.6% | -103.7% | -50.1% |
| All | +45.4% | +281.0% | -235.6% | -36.1% |
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