+15.8%
IMMR vs SPY
+72.2%
-56.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.1% |
| 7D | -1.5% | -0.6% | -1.0% | -0.8% |
| 30D | -4.9% | -3.7% | -1.2% | -0.9% |
| 3M | -8.7% | -2.7% | -6.0% | -5.8% |
| 6M | +7.0% | +2.2% | +4.8% | +4.6% |
| YTD | +7.5% | +10.8% | -3.3% | -3.2% |
| 1Y | +6.1% | +11.2% | -5.1% | -4.6% |
| 3Y | +16.9% | +76.5% | -59.6% | -33.2% |
| 5Y | +15.8% | +72.9% | -57.2% | -29.7% |
| All | +15.8% | +72.2% | -56.5% | -29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling