-86.3%
IMUX vs SPY
+82.0%
-168.3%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +3.2% |
| 7D | -14.9% | +0.1% | -15.0% | -15.1% |
| 30D | -6.4% | +0.1% | -6.5% | -6.6% |
| 3M | -9.1% | +2.0% | -11.1% | -11.1% |
| 6M | +12.1% | +13.0% | -1.0% | -2.2% |
| YTD | +145.5% | +13.5% | +132.0% | +112.6% |
| 1Y | +70.3% | +20.0% | +50.3% | +39.4% |
| 3Y | -23.8% | +77.2% | -101.0% | -59.0% |
| All | -86.3% | +82.0% | -168.3% | -92.5% |
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