-98.5%
INO vs SPY
+304.1%
-402.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.7% |
| 7D | -12.7% | -0.6% | -12.1% | -11.8% |
| 30D | +26.1% | -3.7% | +29.8% | +30.5% |
| 3M | +95.9% | -2.7% | +98.7% | +101.3% |
| 6M | -0.7% | +2.2% | -2.9% | -2.7% |
| YTD | -16.7% | +10.8% | -27.5% | -23.5% |
| 1Y | -32.6% | +11.2% | -43.8% | -38.3% |
| 3Y | -65.5% | +76.5% | -142.0% | -77.5% |
| 5Y | -98.3% | +72.9% | -171.2% | -98.9% |
| 10Y | -98.5% | +304.8% | -403.3% | -99.5% |
| All | -98.5% | +304.1% | -402.6% | -99.5% |
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 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