-3.4%
IMCC vs VT
+23.3%
-26.7%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | 0.0% | -10.0% | -10.1% |
| 7D | -41.9% | +0.4% | -42.4% | -39.5% |
| 30D | +1,484.0% | +1.0% | +1,483.0% | +1,586.3% |
| 3M | +573.5% | +2.4% | +571.1% | +602.6% |
| 6M | +182.5% | +12.0% | +170.5% | +193.0% |
| YTD | +42.4% | +15.3% | +27.1% | +43.9% |
| 1Y | -3.4% | +22.6% | -26.0% | -13.3% |
| All | -3.4% | +23.3% | -26.7% | -13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling