-91.2%
IMA vs VT
+69.4%
-160.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.1% | +5.7% | +4.6% |
| 7D | +2.8% | -4.2% | +7.0% | +5.9% |
| 30D | -9.5% | -5.8% | -3.7% | -5.5% |
| 3M | -27.6% | -5.2% | -22.3% | -24.8% |
| 6M | -28.6% | +0.1% | -28.7% | -28.9% |
| YTD | -39.6% | +8.2% | -47.9% | -43.1% |
| 1Y | -49.3% | +10.1% | -59.5% | -52.8% |
| All | -91.2% | +69.4% | -160.6% | -96.6% |
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