-92.7%
INMB vs SPY
+67.4%
-160.1%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.3% | -4.1% | -4.3% |
| 7D | -22.1% | -2.7% | -19.4% | -18.1% |
| 30D | -39.2% | -5.4% | -33.9% | -32.9% |
| 3M | -40.8% | -4.1% | -36.7% | -36.0% |
| 6M | -25.7% | +0.7% | -26.4% | -24.5% |
| YTD | -27.6% | +8.7% | -36.2% | -33.9% |
| 1Y | -30.7% | +10.9% | -41.6% | -38.6% |
| 3Y | -84.5% | +75.0% | -159.5% | -92.6% |
| All | -92.7% | +67.4% | -160.1% | -96.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling