-56.7%
IMMR vs SPY
+772.0%
-828.7%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.5% |
| 7D | +4.5% | +3.3% | +1.2% | +0.7% |
| 30D | -3.6% | -2.7% | -1.0% | -0.5% |
| 3M | -5.2% | -1.7% | -3.4% | -3.2% |
| 6M | +12.2% | +3.1% | +9.1% | +8.4% |
| YTD | +7.2% | +11.9% | -4.7% | -5.3% |
| 1Y | +8.2% | +12.0% | -3.8% | -4.2% |
| 3Y | +16.6% | +78.2% | -61.6% | -38.9% |
| 5Y | +19.2% | +73.2% | -54.1% | -35.7% |
| 10Y | -16.9% | +309.6% | -326.6% | -83.6% |
| All | -56.7% | +772.0% | -828.7% | -94.5% |
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