-39.7%
INN vs SPY
+322.5%
-362.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -2.5% |
| 7D | -3.5% | -0.8% | -2.7% | -2.5% |
| 30D | -6.7% | -1.1% | -5.6% | -5.5% |
| 3M | -10.2% | +3.9% | -14.1% | -14.9% |
| 6M | +39.9% | +13.6% | +26.3% | +18.1% |
| YTD | +20.2% | +12.7% | +7.5% | +2.4% |
| 1Y | +3.3% | +17.5% | -14.2% | -16.7% |
| 3Y | +11.5% | +76.9% | -65.4% | -45.4% |
| 5Y | -23.0% | +83.6% | -106.5% | -63.7% |
| All | -39.7% | +322.5% | -362.1% | -87.1% |
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