+235.4%
IMMX vs SPY
+72.1%
+163.4%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.5% | -6.6% | -6.6% |
| 7D | -11.8% | -0.4% | -11.5% | -11.4% |
| 30D | +21.5% | -1.4% | +22.9% | +23.3% |
| 3M | +53.7% | +3.7% | +50.0% | +47.5% |
| 6M | +21.5% | +13.0% | +8.5% | +7.0% |
| YTD | +135.4% | +12.4% | +123.0% | +108.4% |
| 1Y | +439.9% | +18.5% | +421.4% | +355.5% |
| 3Y | +371.6% | +77.6% | +294.0% | +173.6% |
| All | +235.4% | +72.1% | +163.4% | +184.5% |
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 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