-75.7%
IMRX vs SPY
+86.7%
-162.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.9% | -7.4% | -7.6% |
| 7D | -11.4% | -0.8% | -10.6% | -10.6% |
| 30D | -15.8% | -1.1% | -14.7% | -14.6% |
| 3M | +3.6% | +3.9% | -0.2% | -1.2% |
| 6M | -24.4% | +13.6% | -38.0% | -35.6% |
| YTD | -35.1% | +12.7% | -47.8% | -44.2% |
| 1Y | -48.0% | +17.5% | -65.5% | -57.4% |
| 3Y | -45.4% | +76.9% | -122.3% | -73.1% |
| 5Y | -79.4% | +83.6% | -163.0% | -89.8% |
| All | -75.7% | +86.7% | -162.5% | -87.3% |
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