+11.1%
INMU vs SPY
+108.2%
-97.1%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -1.0% | +2.6% | -3.6% | -1.1% |
| 30D | +2.9% | -2.0% | +4.9% | +3.0% |
| 3M | -0.1% | -2.8% | +2.6% | 0.0% |
| 6M | +0.2% | +2.1% | -2.0% | +0.1% |
| YTD | +1.3% | +11.5% | -10.2% | +0.8% |
| 1Y | +1.7% | +13.5% | -11.8% | +1.2% |
| 3Y | +15.5% | +77.7% | -62.2% | +12.8% |
| 5Y | +8.3% | +72.6% | -64.3% | +5.5% |
| All | +11.1% | +108.2% | -97.1% | +7.9% |
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