+279.0%
IMMX vs SPY
+73.8%
+205.2%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.0% |
| 7D | -0.2% | +0.1% | -0.3% | -0.4% |
| 30D | +45.8% | +0.1% | +45.8% | +45.5% |
| 3M | +65.2% | +2.0% | +63.2% | +61.5% |
| 6M | +62.5% | +13.0% | +49.5% | +42.9% |
| YTD | +166.0% | +13.5% | +152.4% | +132.8% |
| 1Y | +535.2% | +20.0% | +515.2% | +428.8% |
| 3Y | +507.4% | +77.2% | +430.2% | +252.3% |
| All | +279.0% | +73.8% | +205.2% | +217.8% |
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