+258.9%
IMVT vs SPY
+183.1%
+75.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +2.0% |
| 7D | +23.0% | -0.6% | +23.6% | +24.0% |
| 30D | +17.2% | -3.7% | +20.9% | +21.9% |
| 3M | -10.5% | -2.7% | -7.7% | -7.8% |
| 6M | +23.4% | +2.2% | +21.2% | +21.3% |
| YTD | +40.5% | +10.8% | +29.6% | +28.4% |
| 1Y | +52.8% | +11.2% | +41.6% | +39.1% |
| 3Y | +9.4% | +76.5% | -67.0% | -34.4% |
| 5Y | +310.9% | +72.9% | +238.0% | +151.0% |
| All | +258.9% | +183.1% | +75.8% | +48.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling