-91.6%
IMCC vs VT
+5.0%
-96.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -4.6% |
| 7D | -18.2% | -0.3% | -17.8% | -17.3% |
| 30D | -63.0% | -1.4% | -61.6% | -61.6% |
| 3M | -81.2% | -1.4% | -79.8% | -80.3% |
| 6M | -91.6% | +5.5% | -97.1% | -92.2% |
| All | -91.6% | +5.0% | -96.6% | -92.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling