-0.4%
IMTX vs SPY
+223.8%
-224.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.3% |
| 7D | +1.2% | +0.1% | +1.1% | +1.1% |
| 30D | -2.1% | +0.1% | -2.2% | -2.1% |
| 3M | -6.1% | +2.0% | -8.1% | -7.2% |
| 6M | -6.1% | +13.0% | -19.1% | -12.8% |
| YTD | -9.0% | +13.5% | -22.5% | -15.6% |
| 1Y | +67.1% | +20.0% | +47.2% | +50.4% |
| 3Y | -21.9% | +77.2% | -99.1% | -41.9% |
| 5Y | -28.9% | +81.9% | -110.8% | -48.4% |
| All | -0.4% | +223.8% | -224.2% | -33.6% |
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 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