+4.3%
INN vs SPY
+661.3%
-657.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.5% |
| 7D | 0.0% | +0.5% | -0.5% | -0.7% |
| 30D | -10.7% | -0.9% | -9.7% | -9.7% |
| 3M | -3.1% | +3.9% | -6.9% | -7.9% |
| 6M | +30.5% | +14.5% | +15.9% | +9.8% |
| YTD | +23.0% | +12.9% | +10.0% | +5.3% |
| 1Y | +8.7% | +19.4% | -10.6% | -13.1% |
| 3Y | +14.3% | +78.5% | -64.2% | -42.6% |
| 5Y | -23.0% | +81.8% | -104.7% | -61.8% |
| 10Y | -39.1% | +311.5% | -350.6% | -87.1% |
| All | +4.3% | +661.3% | -657.1% | -88.8% |
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