-85.9%
INMB vs SPY
+212.3%
-298.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -2.9% |
| 7D | -18.1% | +0.1% | -18.2% | -17.9% |
| 30D | -40.2% | -3.3% | -36.9% | -37.3% |
| 3M | -45.8% | -2.4% | -43.4% | -43.7% |
| 6M | -21.0% | +2.6% | -23.5% | -21.8% |
| YTD | -27.6% | +11.2% | -38.8% | -34.1% |
| 1Y | -30.7% | +13.4% | -44.1% | -38.2% |
| 3Y | -83.7% | +79.9% | -163.6% | -90.8% |
| 5Y | -92.7% | +72.2% | -164.9% | -95.7% |
| All | -85.9% | +212.3% | -298.1% | -93.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling