-81.0%
IMRX vs SPY
+81.0%
-162.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.0% |
| 7D | -8.2% | -0.4% | -7.8% | -7.7% |
| 30D | +1.8% | -1.4% | +3.1% | +3.6% |
| 3M | +14.4% | +3.7% | +10.7% | +9.4% |
| 6M | -18.0% | +13.0% | -31.0% | -29.6% |
| YTD | -29.9% | +12.4% | -42.3% | -39.6% |
| 1Y | -34.6% | +18.5% | -53.1% | -47.0% |
| 3Y | -42.4% | +77.6% | -120.0% | -71.8% |
| 5Y | -81.0% | +81.7% | -162.7% | -90.6% |
| All | -81.0% | +81.0% | -162.0% | -90.6% |
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