-84.5%
INMB vs SPY
+75.1%
-159.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.3% | -4.1% | -4.4% |
| 7D | -22.1% | -2.7% | -19.4% | -17.5% |
| 30D | -39.2% | -5.4% | -33.9% | -31.9% |
| 3M | -40.8% | -4.1% | -36.7% | -35.3% |
| 6M | -25.7% | +0.7% | -26.4% | -24.5% |
| YTD | -27.6% | +8.7% | -36.2% | -34.7% |
| 1Y | -30.7% | +10.9% | -41.6% | -39.4% |
| 3Y | -84.5% | +75.0% | -159.5% | -90.0% |
| All | -84.5% | +75.1% | -159.5% | -90.0% |
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 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