-99.8%
IMUX vs SPY
+387.3%
-487.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.3% | +5.6% | +5.5% |
| 7D | +3.2% | -2.7% | +5.9% | +7.1% |
| 30D | +1.6% | -5.4% | +7.0% | +9.3% |
| 3M | -46.7% | -4.1% | -42.6% | -43.7% |
| 6M | -29.7% | +0.7% | -30.4% | -29.7% |
| YTD | +45.1% | +8.7% | +36.5% | +32.2% |
| 1Y | +10.6% | +10.9% | -0.3% | -1.5% |
| 3Y | -34.3% | +75.0% | -109.3% | -66.4% |
| 5Y | -92.4% | +67.8% | -160.2% | -96.2% |
| 10Y | -99.6% | +312.9% | -412.5% | -100.0% |
| All | -99.8% | +387.3% | -487.2% | -100.0% |
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