+144.9%
IIM vs VT
+345.0%
-200.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | -0.2% |
| 7D | -1.8% | -4.2% | +2.3% | -1.0% |
| 30D | +3.9% | -5.8% | +9.7% | +5.1% |
| 3M | -9.3% | -5.2% | -4.0% | -8.3% |
| 6M | -3.8% | +0.1% | -3.9% | -3.8% |
| YTD | -3.3% | +8.2% | -11.6% | -4.9% |
| 1Y | -3.8% | +10.1% | -13.9% | -5.7% |
| 3Y | +30.6% | +69.7% | -39.1% | +17.2% |
| 5Y | -7.2% | +53.4% | -60.6% | -15.6% |
| 10Y | +27.9% | +219.2% | -191.4% | +1.4% |
| All | +144.9% | +345.0% | -200.1% | +69.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling