+180.2%
IMTM vs SPY
+359.4%
-179.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.7% |
| 7D | +1.8% | +0.1% | +1.7% | +1.7% |
| 30D | +2.1% | +0.1% | +2.0% | +2.0% |
| 3M | +2.3% | +2.0% | +0.4% | +0.9% |
| 6M | +8.0% | +13.0% | -5.0% | -1.3% |
| YTD | +14.4% | +13.5% | +0.9% | +4.3% |
| 1Y | +22.3% | +20.0% | +2.4% | +7.0% |
| 3Y | +82.9% | +77.2% | +5.8% | +19.1% |
| 5Y | +61.3% | +81.9% | -20.6% | +2.4% |
| 10Y | +173.8% | +314.1% | -140.3% | +2.1% |
| All | +180.2% | +359.4% | -179.1% | +1.0% |
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