-52.7%
IMMR vs SPY
+784.8%
-837.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.4% |
| 7D | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | +0.5% | +0.1% | +0.5% | +0.5% |
| 3M | +17.8% | +2.0% | +15.8% | +14.9% |
| 6M | +28.9% | +13.0% | +15.9% | +12.4% |
| YTD | +17.4% | +13.5% | +3.8% | +1.8% |
| 1Y | +13.9% | +20.0% | -6.0% | -6.7% |
| 3Y | +21.6% | +77.2% | -55.5% | -35.9% |
| 5Y | +15.1% | +81.9% | -66.8% | -41.4% |
| 10Y | +17.4% | +314.1% | -296.6% | -77.1% |
| All | -52.7% | +784.8% | -837.5% | -94.0% |
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