+253.3%
IMVT vs SPY
+184.1%
+69.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.1% | +2.4% | +12.8% | +12.8% |
| 7D | +23.7% | +0.1% | +23.6% | +24.0% |
| 30D | +15.4% | -3.3% | +18.7% | +19.6% |
| 3M | -12.0% | -2.4% | -9.6% | -9.6% |
| 6M | +21.5% | +2.6% | +18.9% | +18.9% |
| YTD | +38.3% | +11.2% | +27.0% | +25.9% |
| 1Y | +50.5% | +13.4% | +37.1% | +34.6% |
| 3Y | +12.3% | +79.9% | -67.6% | -33.9% |
| 5Y | +291.4% | +72.2% | +219.2% | +139.9% |
| All | +253.3% | +184.1% | +69.1% | +46.0% |
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