-26.8%
INNV vs SPY
+82.3%
-109.1%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.6% | +0.4% |
| 7D | 0.0% | -0.8% | +0.8% | +0.9% |
| 30D | +3.1% | -1.1% | +4.1% | +4.3% |
| 3M | +17.5% | +3.9% | +13.6% | +12.2% |
| 6M | +25.1% | +13.6% | +11.5% | +7.4% |
| YTD | +107.1% | +12.7% | +94.5% | +79.2% |
| 1Y | +132.7% | +17.5% | +115.2% | +91.0% |
| 3Y | +57.6% | +76.9% | -19.3% | -20.2% |
| All | -26.8% | +82.3% | -109.1% | -64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling