+95.6%
INMD vs SPY
+189.2%
-93.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.1% |
| 7D | -0.5% | +2.6% | -3.0% | -4.2% |
| 30D | -7.1% | -2.0% | -5.1% | -4.4% |
| 3M | -12.7% | -2.8% | -9.9% | -9.3% |
| 6M | -5.5% | +2.1% | -7.6% | -9.3% |
| YTD | -9.7% | +11.5% | -21.2% | -24.4% |
| 1Y | -7.2% | +13.5% | -20.7% | -24.5% |
| 3Y | -33.0% | +77.7% | -110.7% | -73.5% |
| 5Y | -85.8% | +72.6% | -158.4% | -93.7% |
| All | +95.6% | +189.2% | -93.6% | -46.7% |
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