-94.9%
INUV vs SPY
+322.5%
-417.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.9% |
| 7D | -4.6% | -0.8% | -3.8% | -3.8% |
| 30D | -27.9% | -1.1% | -26.8% | -27.0% |
| 3M | -56.9% | +3.9% | -60.8% | -58.7% |
| 6M | -77.8% | +13.6% | -91.4% | -80.5% |
| YTD | -75.0% | +12.7% | -87.7% | -77.7% |
| 1Y | -82.7% | +17.5% | -100.2% | -85.1% |
| 3Y | -73.0% | +76.9% | -149.9% | -85.1% |
| 5Y | -91.6% | +83.6% | -175.2% | -95.5% |
| All | -94.9% | +322.5% | -417.3% | -98.2% |
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