-98.8%
INUV vs SPY
+1,003.4%
-1,102.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.2% | -4.4% |
| 7D | -6.1% | -0.4% | -5.7% | -5.9% |
| 30D | -39.2% | -1.4% | -37.8% | -38.8% |
| 3M | -56.0% | +3.7% | -59.7% | -56.8% |
| 6M | -76.7% | +13.0% | -89.7% | -77.9% |
| YTD | -75.0% | +12.4% | -87.4% | -76.2% |
| 1Y | -82.2% | +18.5% | -100.8% | -83.5% |
| 3Y | -73.0% | +77.6% | -150.7% | -79.2% |
| 5Y | -91.4% | +81.7% | -173.1% | -93.4% |
| 10Y | -94.8% | +319.7% | -414.5% | -96.9% |
| All | -98.8% | +1,003.4% | -1,102.2% | -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 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