-69.5%
INMB vs SPY
+218.7%
-288.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.4% | +7.9% | +8.0% |
| 7D | +4.7% | +0.1% | +4.6% | +4.5% |
| 30D | +28.4% | +0.1% | +28.4% | +28.4% |
| 3M | +80.7% | +2.0% | +78.7% | +78.0% |
| 6M | +84.8% | +13.0% | +71.8% | +62.9% |
| YTD | +56.4% | +13.5% | +42.9% | +37.7% |
| 1Y | +27.1% | +20.0% | +7.1% | +5.7% |
| 3Y | -70.8% | +77.2% | -148.0% | -83.5% |
| 5Y | -90.8% | +81.9% | -172.6% | -94.8% |
| All | -69.5% | +218.7% | -288.2% | -87.3% |
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 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