+535.2%
IMMX vs SPY
+20.8%
+514.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.2% |
| 7D | -0.2% | +0.1% | -0.3% | -0.4% |
| 30D | +45.8% | +0.1% | +45.8% | +45.3% |
| 3M | +65.2% | +2.0% | +63.2% | +60.1% |
| 6M | +62.5% | +13.0% | +49.5% | +30.3% |
| YTD | +166.0% | +13.5% | +152.4% | +109.1% |
| 1Y | +535.2% | +20.0% | +515.2% | +295.1% |
| All | +535.2% | +20.8% | +514.3% | +295.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling