-32.1%
IMTX vs SPY
+219.1%
-251.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.2% | -2.3% |
| 7D | +5.5% | +3.3% | +2.2% | +3.3% |
| 30D | -4.5% | -2.7% | -1.9% | -2.6% |
| 3M | -32.9% | -1.7% | -31.1% | -31.9% |
| 6M | -42.8% | +3.1% | -45.8% | -43.7% |
| YTD | -37.9% | +11.9% | -49.8% | -41.7% |
| 1Y | -38.9% | +12.0% | -50.9% | -42.6% |
| 3Y | -30.8% | +78.2% | -109.0% | -48.4% |
| 5Y | -44.2% | +73.2% | -117.4% | -58.7% |
| All | -32.1% | +219.1% | -251.1% | -54.2% |
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