+83.4%
IMNM vs SPY
+149.2%
-65.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -2.4% |
| 7D | -7.8% | -0.8% | -7.0% | -6.8% |
| 30D | -11.9% | -1.1% | -10.8% | -10.5% |
| 3M | +34.4% | +3.9% | +30.5% | +27.0% |
| 6M | +15.3% | +13.6% | +1.7% | -3.9% |
| YTD | +14.9% | +12.7% | +2.2% | -3.2% |
| 1Y | +154.9% | +17.5% | +137.3% | +104.0% |
| 3Y | +215.9% | +76.9% | +139.0% | +49.9% |
| 5Y | +32.3% | +83.6% | -51.3% | -35.2% |
| All | +83.4% | +149.2% | -65.8% | -33.4% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling