-99.8%
INO vs SPY
+906.5%
-1,006.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +0.3% | -16.2% | -16.1% |
| 7D | +103.3% | -2.7% | +106.0% | +107.2% |
| 30D | +5.2% | -5.4% | +10.6% | +9.8% |
| 3M | +82.1% | -4.1% | +86.2% | +88.1% |
| 6M | -1.6% | +0.7% | -2.3% | -2.8% |
| YTD | -29.9% | +8.7% | -38.6% | -34.5% |
| 1Y | -45.8% | +10.9% | -56.7% | -50.1% |
| 3Y | -73.9% | +75.0% | -148.9% | -82.7% |
| 5Y | -98.5% | +67.8% | -166.3% | -98.9% |
| 10Y | -98.4% | +312.9% | -411.2% | -99.4% |
| All | -99.8% | +906.5% | -1,006.3% | -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