-99.8%
INO vs SPY
+951.6%
-1,051.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.5% | +5.4% |
| 7D | +10.9% | +0.1% | +10.7% | +10.7% |
| 30D | +110.3% | +0.1% | +110.2% | +110.1% |
| 3M | +23.3% | +2.0% | +21.3% | +20.4% |
| 6M | -17.3% | +13.0% | -30.4% | -25.2% |
| YTD | -17.8% | +13.5% | -31.4% | -25.9% |
| 1Y | -48.0% | +20.0% | -68.0% | -54.9% |
| 3Y | -73.5% | +77.2% | -150.7% | -82.6% |
| 5Y | -98.6% | +81.9% | -180.5% | -99.1% |
| 10Y | -98.7% | +314.1% | -412.7% | -99.5% |
| All | -99.8% | +951.6% | -1,051.4% | -100.0% |
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