-56.2%
INNV vs SPY
+114.1%
-170.3%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.3% | -3.2% |
| 7D | -1.6% | -2.0% | +0.4% | +0.7% |
| 30D | +3.6% | -1.7% | +5.3% | +5.6% |
| 3M | +27.4% | +4.7% | +22.7% | +20.8% |
| 6M | +21.3% | +12.5% | +8.8% | +5.4% |
| YTD | +104.2% | +11.7% | +92.5% | +78.8% |
| 1Y | +155.4% | +17.5% | +137.9% | +110.4% |
| 3Y | +64.9% | +76.6% | -11.7% | -15.4% |
| 5Y | -29.1% | +82.0% | -111.1% | -64.4% |
| All | -56.2% | +114.1% | -170.3% | -80.5% |
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