-7.2%
IIM vs VT
+53.2%
-60.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | +0.1% |
| 7D | -1.8% | -4.2% | +2.3% | -0.6% |
| 30D | +3.9% | -5.8% | +9.7% | +5.7% |
| 3M | -9.3% | -5.2% | -4.0% | -7.9% |
| 6M | -3.8% | +0.1% | -3.9% | -3.9% |
| YTD | -3.3% | +8.2% | -11.6% | -5.6% |
| 1Y | -3.8% | +10.1% | -13.9% | -6.5% |
| 3Y | +30.6% | +69.7% | -39.1% | +10.9% |
| 5Y | -7.2% | +53.4% | -60.6% | -21.0% |
| All | -7.2% | +53.2% | -60.4% | -21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling