-99.2%
IMTE vs SPY
+260.4%
-359.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.8% |
| 7D | -0.5% | -0.8% | +0.3% | +0.1% |
| 30D | -5.3% | -1.1% | -4.3% | -4.6% |
| 3M | -26.4% | +3.9% | -30.3% | -28.3% |
| 6M | -21.7% | +13.6% | -35.3% | -28.3% |
| YTD | -23.0% | +12.7% | -35.7% | -29.1% |
| 1Y | -59.4% | +17.5% | -76.9% | -63.5% |
| 3Y | -80.6% | +76.9% | -157.5% | -86.2% |
| 5Y | -99.1% | +83.6% | -182.7% | -99.4% |
| All | -99.2% | +260.4% | -359.6% | -99.3% |
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