+17.5%
IMTB vs SPY
+324.5%
-307.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.8% |
| 7D | -1.2% | -2.0% | +0.8% | -1.1% |
| 30D | -1.4% | -1.7% | +0.2% | -1.4% |
| 3M | -1.5% | +4.7% | -6.2% | -1.7% |
| 6M | -2.3% | +12.5% | -14.8% | -2.9% |
| YTD | -1.6% | +11.7% | -13.3% | -2.1% |
| 1Y | -0.5% | +17.5% | -18.0% | -1.3% |
| 3Y | +14.7% | +76.6% | -61.8% | +11.6% |
| 5Y | 0.0% | +82.0% | -82.0% | -3.2% |
| All | +17.5% | +324.5% | -307.0% | +15.8% |
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