-95.0%
IMNN vs SPY
+78.7%
-173.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -0.4% | -10.8% | -10.9% |
| 7D | -28.9% | +3.3% | -32.2% | -29.9% |
| 30D | -40.2% | -2.7% | -37.5% | -39.5% |
| 3M | -60.2% | -1.7% | -58.5% | -60.0% |
| 6M | -76.3% | +3.1% | -79.4% | -76.7% |
| YTD | -83.2% | +11.9% | -95.1% | -84.1% |
| 1Y | -83.8% | +12.0% | -95.8% | -84.7% |
| All | -95.0% | +78.7% | -173.8% | -96.0% |
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 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