-92.2%
IMUX vs SPY
+67.4%
-159.6%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.3% | +5.6% | +5.5% |
| 7D | +3.2% | -2.7% | +5.9% | +6.9% |
| 30D | +1.6% | -5.4% | +7.0% | +8.9% |
| 3M | -46.7% | -4.1% | -42.6% | -43.8% |
| 6M | -29.7% | +0.7% | -30.4% | -29.6% |
| YTD | +45.1% | +8.7% | +36.5% | +33.1% |
| 1Y | +10.6% | +10.9% | -0.3% | -0.7% |
| 3Y | -34.3% | +75.0% | -109.3% | -63.9% |
| All | -92.2% | +67.4% | -159.6% | -95.2% |
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