+85.7%
IMNM vs SPY
+147.1%
-61.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -3.5% |
| 7D | -8.1% | -2.0% | -6.1% | -5.3% |
| 30D | -4.9% | -1.7% | -3.2% | -2.5% |
| 3M | +37.5% | +4.7% | +32.8% | +28.4% |
| 6M | +14.2% | +12.5% | +1.7% | -3.4% |
| YTD | +16.2% | +11.7% | +4.5% | -0.8% |
| 1Y | +177.4% | +17.5% | +160.0% | +122.4% |
| 3Y | +234.3% | +76.6% | +157.7% | +59.2% |
| 5Y | +33.9% | +82.0% | -48.1% | -33.6% |
| All | +85.7% | +147.1% | -61.4% | -31.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling