+48.6%
IMXI vs SPY
+281.8%
-233.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.3% |
| 7D | 0.0% | +0.5% | -0.5% | -0.4% |
| 30D | +18.2% | -0.9% | +19.2% | +19.0% |
| 3M | -4.5% | +3.9% | -8.4% | -7.2% |
| 6M | -8.7% | +14.5% | -23.3% | -17.6% |
| YTD | -6.2% | +12.9% | -19.1% | -14.6% |
| 1Y | -0.2% | +19.4% | -19.6% | -12.9% |
| 3Y | -17.8% | +78.5% | -96.3% | -47.1% |
| 5Y | -21.0% | +81.8% | -102.7% | -50.2% |
| All | +48.6% | +281.8% | -233.3% | -34.8% |
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