-84.2%
INM vs SPY
+77.0%
-161.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.8% | -0.4% | -23.4% | -23.4% |
| 7D | -27.4% | -0.6% | -26.8% | -26.0% |
| 30D | -10.3% | -3.7% | -6.6% | -6.4% |
| 3M | -13.5% | -2.7% | -10.7% | -10.4% |
| 6M | +87.7% | +2.2% | +85.5% | +86.2% |
| YTD | +15.1% | +10.8% | +4.3% | +5.7% |
| 1Y | -24.7% | +11.2% | -35.9% | -31.0% |
| All | -84.2% | +77.0% | -161.2% | -85.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling