-9.5%
IMVT vs SPY
+75.1%
-84.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.3% | +7.2% | +7.2% |
| 7D | +4.7% | -2.7% | +7.4% | +8.3% |
| 30D | -4.7% | -5.4% | +0.7% | +2.0% |
| 3M | -23.2% | -4.1% | -19.1% | -19.2% |
| 6M | +6.5% | +0.7% | +5.8% | +5.5% |
| YTD | +20.1% | +8.7% | +11.4% | +9.1% |
| 1Y | +29.0% | +10.9% | +18.1% | +14.4% |
| 3Y | -9.5% | +75.0% | -84.5% | -64.6% |
| All | -9.5% | +75.1% | -84.6% | -64.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling