+8.8%
INMU vs SPY
+110.4%
-101.6%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.3% |
| 7D | -0.6% | -0.8% | +0.2% | -0.5% |
| 30D | -2.1% | -1.1% | -1.0% | -2.0% |
| 3M | -2.5% | +3.9% | -6.4% | -2.7% |
| 6M | -2.1% | +13.6% | -15.7% | -2.6% |
| YTD | -0.8% | +12.7% | -13.5% | -1.3% |
| 1Y | +1.1% | +17.5% | -16.4% | +0.4% |
| 3Y | +12.4% | +76.9% | -64.6% | +9.8% |
| 5Y | +5.6% | +83.6% | -78.0% | +2.8% |
| All | +8.8% | +110.4% | -101.6% | +5.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling