-99.2%
IMTE vs SPY
+263.2%
-362.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | +2.2% | +0.1% | +2.1% | +2.1% |
| 30D | -4.9% | +0.1% | -5.0% | -4.9% |
| 3M | -10.6% | +2.0% | -12.6% | -11.8% |
| 6M | -22.5% | +13.0% | -35.5% | -28.8% |
| YTD | -22.6% | +13.5% | -36.2% | -29.1% |
| 1Y | -51.7% | +20.0% | -71.6% | -57.1% |
| 3Y | -82.8% | +77.2% | -160.0% | -87.8% |
| 5Y | -99.1% | +81.9% | -181.0% | -99.4% |
| All | -99.2% | +263.2% | -362.4% | -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 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