+94.3%
IIM vs VOO
+817.1%
-722.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -2.8% | +0.1% | -2.9% | -2.8% |
| 30D | -0.9% | +0.1% | -1.0% | -0.9% |
| 3M | +1.0% | +2.0% | -1.0% | +0.6% |
| 6M | -1.8% | +13.0% | -14.8% | -4.1% |
| YTD | +5.6% | +13.6% | -8.0% | +3.1% |
| 1Y | +13.3% | +20.1% | -6.8% | +9.4% |
| 3Y | +31.5% | +77.6% | -46.1% | +17.8% |
| 5Y | -1.2% | +82.4% | -83.6% | -12.5% |
| 10Y | +26.6% | +316.8% | -290.2% | +0.8% |
| All | +94.3% | +817.1% | -722.8% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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