+34.5%
IIM vs VT
+69.7%
-35.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.4% |
| 7D | +1.0% | -2.3% | +3.3% | +1.6% |
| 30D | +8.7% | -5.0% | +13.6% | +10.2% |
| 3M | -6.8% | -4.9% | -1.9% | -5.5% |
| 6M | -2.6% | -1.5% | -1.0% | -2.2% |
| YTD | -0.9% | +8.5% | -9.4% | -3.0% |
| 1Y | -1.3% | +11.4% | -12.7% | -3.9% |
| 3Y | +34.5% | +70.1% | -35.6% | +11.9% |
| All | +34.5% | +69.7% | -35.3% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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