-88.5%
IMMP vs SPY
+579.3%
-667.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -4.4% | -4.4% | -5.4% |
| 7D | -19.2% | -4.7% | -14.5% | -15.9% |
| 30D | -38.0% | -5.9% | -32.1% | -34.8% |
| 3M | -65.5% | -4.5% | -61.0% | -64.1% |
| 6M | -70.8% | +1.8% | -72.5% | -71.2% |
| YTD | -5.9% | +8.3% | -14.3% | -9.6% |
| 1Y | +54.6% | +9.3% | +45.3% | +47.7% |
| 3Y | +41.6% | +74.9% | -33.3% | -3.1% |
| 5Y | -44.1% | +67.3% | -111.3% | -60.6% |
| 10Y | -0.4% | +311.6% | -311.9% | -48.9% |
| All | -88.5% | +579.3% | -667.8% | -91.3% |
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