-40.3%
INM vs SPY
+18.1%
-58.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.8% |
| 7D | -6.5% | -0.8% | -5.8% | -6.3% |
| 30D | -10.4% | -1.1% | -9.4% | -10.1% |
| 3M | -18.4% | +3.9% | -22.2% | -19.5% |
| 6M | +61.2% | +13.6% | +47.6% | +36.2% |
| YTD | +21.7% | +12.7% | +9.0% | +4.6% |
| 1Y | -40.3% | +17.5% | -57.8% | -52.6% |
| All | -40.3% | +18.1% | -58.4% | -52.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling