+180.2%
INM vs SPY
+3.3%
+176.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.6% | -0.4% | +17.9% | +17.9% |
| 7D | +38.9% | +3.3% | +35.6% | +36.7% |
| 30D | +38.0% | -2.7% | +40.7% | +35.4% |
| 3M | +27.4% | -1.7% | +29.2% | +25.7% |
| 6M | +180.2% | +3.1% | +177.1% | +220.3% |
| All | +180.2% | +3.3% | +176.9% | +220.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling