-98.6%
INO vs SPY
+307.0%
-405.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.8% |
| 7D | +17.2% | +2.6% | +14.6% | +15.3% |
| 30D | +44.4% | -2.0% | +46.4% | +47.5% |
| 3M | +58.9% | -2.8% | +61.7% | +63.2% |
| 6M | +6.7% | +2.1% | +4.6% | +4.6% |
| YTD | -17.8% | +11.5% | -29.3% | -24.9% |
| 1Y | -26.7% | +13.5% | -40.1% | -33.9% |
| 3Y | -66.0% | +77.7% | -143.7% | -77.9% |
| 5Y | -98.4% | +72.6% | -171.0% | -98.9% |
| All | -98.6% | +307.0% | -405.6% | -99.6% |
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