+668.5%
IMAX vs VT
+356.1%
+312.4%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -3.8% | -1.6% | -2.2% | -2.4% |
| 30D | -4.2% | -2.5% | -1.7% | -2.1% |
| 3M | -1.0% | -1.3% | +0.3% | 0.0% |
| 6M | +38.3% | +3.1% | +35.2% | +33.5% |
| YTD | +36.6% | +10.9% | +25.7% | +22.7% |
| 1Y | +54.7% | +12.1% | +42.7% | +37.6% |
| 3Y | +171.0% | +73.9% | +97.1% | +58.7% |
| 5Y | +152.8% | +58.0% | +94.9% | +64.3% |
| 10Y | +67.5% | +225.5% | -158.0% | -42.5% |
| All | +668.5% | +356.1% | +312.4% | +123.2% |
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