-87.9%
IMTE vs SPY
+78.1%
-166.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.6% | -2.5% |
| 7D | +4.0% | +2.6% | +1.4% | +1.0% |
| 30D | -24.0% | -2.0% | -22.0% | -22.8% |
| 3M | -31.6% | -2.8% | -28.9% | -30.0% |
| 6M | -33.0% | +2.1% | -35.2% | -35.4% |
| YTD | -39.3% | +11.5% | -50.8% | -47.8% |
| 1Y | -60.2% | +13.5% | -73.7% | -66.7% |
| 3Y | -87.9% | +77.7% | -165.6% | -82.3% |
| All | -87.9% | +78.1% | -166.0% | -82.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling