-8.9%
IMTX vs SPY
+218.6%
-227.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.6% |
| 7D | -7.5% | -2.0% | -5.5% | -6.3% |
| 30D | -10.3% | -1.7% | -8.6% | -9.2% |
| 3M | -1.4% | +4.7% | -6.1% | -4.1% |
| 6M | -16.7% | +12.5% | -29.2% | -22.4% |
| YTD | -16.7% | +11.7% | -28.4% | -21.9% |
| 1Y | +50.6% | +17.5% | +33.1% | +37.4% |
| 3Y | -28.2% | +76.6% | -104.7% | -46.3% |
| 5Y | -40.9% | +82.0% | -122.9% | -56.8% |
| All | -8.9% | +218.6% | -227.4% | -38.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling