-99.9%
INM vs SPY
+307.0%
-406.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.7% | +1.7% |
| 7D | +19.5% | +2.6% | +16.9% | +16.9% |
| 30D | +42.0% | -2.0% | +44.0% | +47.1% |
| 3M | +30.1% | -2.8% | +32.9% | +35.9% |
| 6M | +193.4% | +2.1% | +191.2% | +189.4% |
| YTD | +75.5% | +11.5% | +64.0% | +58.5% |
| 1Y | +2.8% | +13.5% | -10.7% | -8.6% |
| 3Y | -75.9% | +77.7% | -153.6% | -86.3% |
| 5Y | -99.7% | +72.6% | -172.3% | -99.8% |
| All | -99.9% | +307.0% | -406.9% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling