+185.3%
IMVT vs SPY
+176.7%
+8.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.4% | -0.6% | -0.8% |
| 7D | -4.2% | -4.7% | +0.5% | +0.5% |
| 30D | -11.6% | -5.9% | -5.7% | -6.1% |
| 3M | -27.7% | -4.5% | -23.2% | -24.4% |
| 6M | +2.0% | +1.8% | +0.2% | +0.4% |
| YTD | +11.7% | +8.3% | +3.4% | +4.1% |
| 1Y | +20.3% | +9.3% | +11.0% | +11.1% |
| 3Y | -16.5% | +74.9% | -91.3% | -49.5% |
| 5Y | +230.9% | +67.3% | +163.6% | +107.9% |
| All | +185.3% | +176.7% | +8.6% | +20.7% |
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