-99.2%
IMNN vs SPY
+81.8%
-181.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.1% |
| 7D | -3.8% | +0.5% | -4.3% | -4.2% |
| 30D | -4.3% | -0.9% | -3.4% | -3.6% |
| 3M | -23.4% | +3.9% | -27.3% | -25.8% |
| 6M | -52.5% | +14.5% | -67.0% | -57.6% |
| YTD | -59.6% | +12.9% | -72.5% | -63.5% |
| 1Y | -73.5% | +19.4% | -92.9% | -77.3% |
| 3Y | -89.5% | +78.5% | -167.9% | -94.0% |
| 5Y | -99.2% | +81.8% | -181.0% | -99.5% |
| All | -99.2% | +81.8% | -181.0% | -99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling