+261.0%
IMMX vs SPY
+72.9%
+188.2%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.5% | -4.2% | -4.2% |
| 7D | -5.4% | +0.5% | -6.0% | -6.0% |
| 30D | +36.3% | -0.9% | +37.3% | +37.6% |
| 3M | +68.4% | +3.9% | +64.5% | +61.2% |
| 6M | +42.6% | +14.5% | +28.1% | +23.9% |
| YTD | +153.3% | +12.9% | +140.4% | +123.1% |
| 1Y | +510.6% | +19.4% | +491.2% | +411.2% |
| 3Y | +407.7% | +78.5% | +329.2% | +192.9% |
| All | +261.0% | +72.9% | +188.2% | +204.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling