+176.5%
IMTM vs SPY
+308.5%
-132.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.5% |
| 7D | +3.0% | +3.3% | -0.3% | +0.4% |
| 30D | -3.9% | -2.7% | -1.2% | -1.8% |
| 3M | -7.3% | -1.7% | -5.5% | -5.9% |
| 6M | -3.8% | +3.1% | -6.9% | -5.9% |
| YTD | +5.9% | +11.9% | -6.0% | -2.7% |
| 1Y | +7.4% | +12.0% | -4.5% | -1.3% |
| 3Y | +72.9% | +78.2% | -5.3% | +9.8% |
| 5Y | +47.8% | +73.2% | -25.4% | -4.6% |
| All | +176.5% | +308.5% | -132.0% | -9.5% |
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