-35.2%
IMXI vs SPY
+277.0%
-312.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.3% |
| 7D | -14.3% | +2.6% | -16.9% | -15.8% |
| 30D | -40.3% | -2.0% | -38.3% | -39.3% |
| 3M | -46.2% | -2.8% | -43.5% | -45.0% |
| 6M | -58.5% | +2.1% | -60.6% | -59.1% |
| YTD | -59.0% | +11.5% | -70.5% | -62.3% |
| 1Y | -58.4% | +13.5% | -71.8% | -62.2% |
| 3Y | -68.8% | +77.7% | -146.5% | -79.8% |
| 5Y | -62.4% | +72.6% | -135.0% | -75.3% |
| All | -35.2% | +277.0% | -312.1% | -71.2% |
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