+133.5%
IMMX vs SPY
+70.3%
+63.2%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.4% | +4.0% | +3.7% |
| 7D | +18.0% | +0.1% | +18.0% | +18.5% |
| 30D | -9.4% | -3.3% | -6.1% | -5.4% |
| 3M | -11.8% | -2.4% | -9.4% | -9.0% |
| 6M | -12.1% | +2.6% | -14.7% | -14.1% |
| YTD | +63.9% | +11.2% | +52.6% | +47.6% |
| 1Y | +172.1% | +13.4% | +158.7% | +140.9% |
| 3Y | +131.0% | +79.9% | +51.1% | +34.2% |
| All | +133.5% | +70.3% | +63.2% | +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