+44.3%
IMMP vs SPY
+315.0%
-270.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +2.4% | +11.4% | +11.5% |
| 7D | +23.8% | +0.1% | +23.7% | +24.2% |
| 30D | +4.7% | -3.3% | +8.0% | +8.7% |
| 3M | -51.3% | -2.4% | -48.9% | -49.8% |
| 6M | -57.8% | +2.6% | -60.3% | -58.7% |
| YTD | +32.9% | +11.2% | +21.6% | +23.6% |
| 1Y | +124.9% | +13.4% | +111.5% | +106.0% |
| 3Y | +113.5% | +79.9% | +33.6% | +29.9% |
| 5Y | +2.2% | +72.2% | -70.0% | -35.6% |
| 10Y | +44.3% | +307.3% | -263.0% | -39.9% |
| All | +44.3% | +315.0% | -270.7% | -39.9% |
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