+234.4%
IMNM vs SPY
+76.5%
+157.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -1.9% |
| 7D | -4.4% | -0.4% | -4.1% | -3.9% |
| 30D | +1.7% | -1.4% | +3.0% | +3.9% |
| 3M | +42.0% | +3.7% | +38.3% | +33.9% |
| 6M | +22.5% | +13.0% | +9.5% | +1.1% |
| YTD | +21.6% | +12.4% | +9.2% | +1.1% |
| 1Y | +183.6% | +18.5% | +165.1% | +119.6% |
| All | +234.4% | +76.5% | +157.9% | +95.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling