+39.6%
IMNM vs SPY
+146.6%
-107.0%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.9% |
| 7D | +0.3% | +2.6% | -2.3% | -3.3% |
| 30D | +9.1% | -2.0% | +11.1% | +12.5% |
| 3M | -29.0% | -2.8% | -26.2% | -25.8% |
| 6M | -15.5% | +2.1% | -17.6% | -17.9% |
| YTD | -12.6% | +11.5% | -24.1% | -25.1% |
| 1Y | +13.7% | +13.5% | +0.2% | -4.8% |
| 3Y | +127.8% | +77.7% | +50.1% | +8.1% |
| 5Y | +3.5% | +72.6% | -69.1% | -44.9% |
| All | +39.6% | +146.6% | -107.0% | -48.4% |
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 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