-16.2%
IMMR vs SPY
+311.8%
-328.0%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | -0.8% |
| 7D | -1.8% | -0.9% | -0.9% | -0.8% |
| 30D | -3.3% | -2.4% | -1.0% | -0.9% |
| 3M | -5.0% | -1.2% | -3.9% | -3.8% |
| 6M | +10.0% | +3.3% | +6.7% | +6.5% |
| YTD | +8.2% | +12.3% | -4.1% | -3.6% |
| 1Y | +8.0% | +12.4% | -4.5% | -3.6% |
| 3Y | +17.6% | +78.8% | -61.2% | -33.5% |
| 5Y | +20.0% | +75.2% | -55.1% | -30.6% |
| 10Y | -16.2% | +311.1% | -327.3% | -79.1% |
| All | -16.2% | +311.8% | -328.0% | -79.1% |
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