-98.5%
INO vs SPY
+67.4%
-165.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +0.3% | -16.2% | -16.3% |
| 7D | +103.3% | -2.7% | +106.0% | +110.9% |
| 30D | +5.2% | -5.4% | +10.6% | +14.5% |
| 3M | +82.1% | -4.1% | +86.2% | +93.9% |
| 6M | -1.6% | +0.7% | -2.3% | -4.8% |
| YTD | -29.9% | +8.7% | -38.6% | -40.1% |
| 1Y | -45.8% | +10.9% | -56.7% | -55.2% |
| 3Y | -73.9% | +75.0% | -148.9% | -90.7% |
| All | -98.5% | +67.4% | -165.9% | -99.4% |
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