-99.9%
INM vs SPY
+309.9%
-409.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +1.3% | +26.6% | +26.6% |
| 7D | -10.8% | -0.9% | -9.9% | -8.6% |
| 30D | +14.8% | -2.4% | +17.1% | +19.4% |
| 3M | +6.9% | -1.2% | +8.1% | +9.9% |
| 6M | +151.4% | +3.3% | +148.1% | +145.3% |
| YTD | +47.3% | +12.3% | +35.0% | +32.1% |
| 1Y | -10.3% | +12.4% | -22.7% | -19.5% |
| 3Y | -79.9% | +78.8% | -158.7% | -88.7% |
| 5Y | -99.8% | +75.2% | -174.9% | -99.9% |
| All | -99.9% | +309.9% | -409.9% | -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 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