+177.1%
IMNM vs SPY
+21.3%
+155.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.7% | -2.4% |
| 7D | -5.9% | +0.3% | -6.2% | -6.3% |
| 30D | +8.4% | +0.2% | +8.1% | +7.9% |
| 3M | +37.1% | +2.8% | +34.3% | +31.2% |
| 6M | +26.1% | +14.3% | +11.8% | -2.7% |
| YTD | +26.4% | +14.0% | +12.5% | -2.9% |
| All | +177.1% | +21.3% | +155.8% | +85.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling