-98.7%
IMA vs VT
+86.6%
-185.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -9.2% | +0.4% | -9.6% | -9.7% |
| 30D | -15.7% | +1.0% | -16.6% | -16.6% |
| 3M | -14.8% | +2.4% | -17.1% | -17.2% |
| 6M | -21.1% | +12.0% | -33.1% | -30.9% |
| YTD | -29.7% | +15.3% | -45.0% | -40.3% |
| 1Y | -42.6% | +22.6% | -65.2% | -54.6% |
| 3Y | -91.6% | +74.7% | -166.3% | -95.9% |
| 5Y | -97.1% | +66.1% | -163.3% | -98.4% |
| All | -98.7% | +86.6% | -185.3% | -99.3% |
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