-44.4%
IMTX vs SPY
+72.4%
-116.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.2% |
| 7D | -9.3% | -0.6% | -8.7% | -8.5% |
| 30D | -13.6% | -3.7% | -9.9% | -9.9% |
| 3M | -34.0% | -2.7% | -31.2% | -31.8% |
| 6M | -43.5% | +2.2% | -45.7% | -44.6% |
| YTD | -38.9% | +10.8% | -49.7% | -44.6% |
| 1Y | -28.9% | +11.2% | -40.1% | -35.8% |
| 3Y | -31.8% | +76.5% | -108.3% | -59.5% |
| All | -44.4% | +72.4% | -116.7% | -66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling