-98.5%
IMCC vs VT
+10.7%
-109.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -4.1% | -13.2% | -11.4% |
| 7D | -34.5% | -4.2% | -30.4% | -29.7% |
| 30D | -69.4% | -5.8% | -63.6% | -66.4% |
| 3M | -84.2% | -5.2% | -78.9% | -82.7% |
| 6M | -92.6% | +0.1% | -92.7% | -92.2% |
| YTD | -98.6% | +8.2% | -106.8% | -98.5% |
| 1Y | -98.5% | +10.1% | -108.6% | -98.5% |
| All | -98.5% | +10.7% | -109.2% | -98.5% |
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