+30.2%
IMMP vs SPY
+311.8%
-281.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.6% | +1.6% |
| 7D | +20.7% | -0.9% | +21.6% | +22.4% |
| 30D | -3.0% | -2.4% | -0.6% | -0.2% |
| 3M | -54.4% | -1.2% | -53.2% | -53.5% |
| 6M | -59.5% | +3.3% | -62.8% | -60.6% |
| YTD | +24.5% | +12.3% | +12.2% | +14.8% |
| 1Y | +100.0% | +12.4% | +87.6% | +84.3% |
| 3Y | +100.0% | +78.8% | +21.2% | +22.3% |
| 5Y | -10.6% | +75.2% | -85.7% | -44.4% |
| 10Y | +30.2% | +311.1% | -280.9% | -46.4% |
| All | +30.2% | +311.8% | -281.5% | -46.4% |
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