+25.2%
IMMP vs SPY
+312.9%
-287.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.2% | +0.3% | +23.9% | +23.9% |
| 7D | +9.2% | -2.7% | +11.9% | +12.3% |
| 30D | -17.7% | -5.4% | -12.3% | -13.0% |
| 3M | -56.1% | -4.1% | -52.0% | -54.1% |
| 6M | -62.0% | +0.7% | -62.8% | -62.3% |
| YTD | +16.8% | +8.7% | +8.1% | +10.8% |
| 1Y | +102.4% | +10.9% | +91.5% | +89.0% |
| 3Y | +75.8% | +75.0% | +0.8% | +9.6% |
| 5Y | -30.6% | +67.8% | -98.4% | -55.2% |
| All | +25.2% | +312.9% | -287.6% | -46.2% |
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 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