-98.7%
INO vs SPY
+312.5%
-411.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.5% | -6.6% | -6.7% |
| 7D | -2.9% | -0.4% | -2.6% | -2.7% |
| 30D | +78.4% | -1.4% | +79.8% | +80.3% |
| 3M | +20.0% | +3.7% | +16.3% | +15.3% |
| 6M | -23.7% | +13.0% | -36.7% | -31.5% |
| YTD | -24.1% | +12.4% | -36.5% | -31.6% |
| 1Y | -52.0% | +18.5% | -70.5% | -58.5% |
| 3Y | -75.6% | +77.6% | -153.2% | -84.3% |
| 5Y | -98.7% | +81.7% | -180.4% | -99.2% |
| 10Y | -98.7% | +319.7% | -418.4% | -99.7% |
| All | -98.7% | +312.5% | -411.2% | -99.7% |
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