-97.5%
IMA vs VT
+53.2%
-150.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.1% | +5.7% | +6.0% |
| 7D | +2.8% | -4.2% | +7.0% | +7.4% |
| 30D | -9.5% | -5.8% | -3.7% | -3.6% |
| 3M | -27.6% | -5.2% | -22.3% | -23.5% |
| 6M | -28.6% | +0.1% | -28.7% | -29.1% |
| YTD | -39.6% | +8.2% | -47.9% | -45.1% |
| 1Y | -49.3% | +10.1% | -59.5% | -54.9% |
| 3Y | -92.1% | +69.7% | -161.8% | -96.0% |
| 5Y | -97.5% | +53.4% | -150.8% | -98.4% |
| All | -97.5% | +53.2% | -150.6% | -98.4% |
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