-80.9%
IMTE vs SPY
+76.5%
-157.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.6% |
| 7D | -4.6% | -0.4% | -4.3% | -4.3% |
| 30D | -3.0% | -1.4% | -1.6% | -1.3% |
| 3M | -5.8% | +3.7% | -9.5% | -10.0% |
| 6M | -25.6% | +13.0% | -38.6% | -36.0% |
| YTD | -24.5% | +12.4% | -36.9% | -34.7% |
| 1Y | -51.2% | +18.5% | -69.7% | -60.1% |
| All | -80.9% | +76.5% | -157.5% | -82.6% |
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