-78.9%
IMRX vs SPY
+84.8%
-163.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.5% |
| 7D | +0.8% | +2.6% | -1.8% | -2.5% |
| 30D | +8.5% | -2.0% | +10.5% | +11.7% |
| 3M | -28.7% | -2.8% | -25.9% | -25.8% |
| 6M | -31.0% | +2.1% | -33.2% | -32.7% |
| YTD | -43.6% | +11.5% | -55.1% | -50.7% |
| 1Y | -42.5% | +13.5% | -55.9% | -50.7% |
| 3Y | -23.3% | +77.7% | -101.0% | -62.1% |
| 5Y | -86.7% | +72.6% | -159.3% | -92.1% |
| All | -78.9% | +84.8% | -163.7% | -88.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling