+127.5%
IMMX vs SPY
+69.7%
+57.9%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.2% |
| 7D | +8.3% | -0.6% | +8.9% | +9.5% |
| 30D | -11.7% | -3.7% | -8.1% | -7.5% |
| 3M | -17.6% | -2.7% | -14.8% | -14.6% |
| 6M | -14.4% | +2.2% | -16.5% | -16.0% |
| YTD | +59.7% | +10.8% | +48.8% | +44.4% |
| 1Y | +157.7% | +11.2% | +146.5% | +132.8% |
| 3Y | +99.3% | +76.5% | +22.8% | +17.6% |
| All | +127.5% | +69.7% | +57.9% | +97.1% |
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