-100.0%
IMNN vs SPY
+321.4%
-421.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.5% | -1.6% |
| 7D | -3.2% | -0.4% | -2.8% | -3.0% |
| 30D | -7.4% | -1.4% | -6.0% | -6.5% |
| 3M | -25.2% | +3.7% | -29.0% | -27.1% |
| 6M | -51.6% | +13.0% | -64.6% | -55.6% |
| YTD | -60.4% | +12.4% | -72.8% | -63.5% |
| 1Y | -74.1% | +18.5% | -92.6% | -77.0% |
| 3Y | -89.7% | +77.6% | -167.3% | -93.3% |
| 5Y | -99.3% | +81.7% | -181.0% | -99.5% |
| All | -100.0% | +321.4% | -421.4% | -100.0% |
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