+136.0%
IMMX vs SPY
+71.9%
+64.1%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.4% | +2.2% |
| 7D | +8.7% | -0.9% | +9.6% | +10.2% |
| 30D | -6.4% | -2.4% | -4.0% | -3.3% |
| 3M | -24.6% | -1.2% | -23.5% | -23.2% |
| 6M | -12.7% | +3.3% | -16.0% | -15.3% |
| YTD | +65.6% | +12.3% | +53.3% | +47.6% |
| 1Y | +168.1% | +12.4% | +155.7% | +139.3% |
| 3Y | +106.7% | +78.8% | +27.9% | +20.3% |
| All | +136.0% | +71.9% | +64.1% | +101.5% |
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