-98.5%
IMMP vs SPY
+612.0%
-710.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.4% |
| 7D | -5.3% | +0.1% | -5.4% | -5.3% |
| 30D | -7.7% | +0.1% | -7.7% | -7.7% |
| 3M | -7.7% | +2.0% | -9.7% | -9.0% |
| 6M | -86.8% | +13.0% | -99.8% | -87.7% |
| YTD | -87.4% | +13.5% | -101.0% | -88.3% |
| 1Y | -77.8% | +20.0% | -97.7% | -80.1% |
| 3Y | -81.2% | +77.2% | -158.4% | -87.3% |
| 5Y | -91.8% | +81.9% | -173.7% | -94.5% |
| 10Y | -87.3% | +314.1% | -401.4% | -93.7% |
| All | -98.5% | +612.0% | -710.4% | -98.9% |
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 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