-1.1%
IIM vs VT
+66.2%
-67.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.8% | +0.4% | -3.3% | -2.9% |
| 30D | -0.9% | +1.0% | -1.9% | -1.2% |
| 3M | +1.0% | +2.4% | -1.4% | +0.3% |
| 6M | -1.8% | +12.0% | -13.8% | -5.0% |
| YTD | +5.6% | +15.3% | -9.7% | +1.3% |
| 1Y | +13.3% | +22.6% | -9.3% | +6.8% |
| 3Y | +31.5% | +74.7% | -43.2% | +11.0% |
| All | -1.1% | +66.2% | -67.3% | -16.7% |
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