+99.3%
IMNM vs SPY
+149.8%
-50.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +1.0% |
| 7D | -0.9% | +0.5% | -1.5% | -1.7% |
| 30D | +7.1% | -0.9% | +8.1% | +8.6% |
| 3M | +44.1% | +3.9% | +40.2% | +36.0% |
| 6M | +27.4% | +14.5% | +12.9% | +5.0% |
| YTD | +24.8% | +12.9% | +11.9% | +4.8% |
| 1Y | +185.2% | +19.4% | +165.9% | +123.3% |
| 3Y | +258.9% | +78.5% | +180.4% | +68.3% |
| 5Y | +60.2% | +81.8% | -21.6% | -20.5% |
| All | +99.3% | +149.8% | -50.4% | -27.8% |
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