-100.0%
IMCC vs VT
+152.7%
-252.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -2.3% |
| 7D | -18.2% | -0.3% | -17.8% | -17.8% |
| 30D | -63.0% | -1.4% | -61.6% | -62.5% |
| 3M | -81.2% | -1.4% | -79.8% | -80.9% |
| 6M | -91.6% | +5.5% | -97.1% | -91.9% |
| YTD | -98.3% | +12.8% | -111.1% | -98.4% |
| 1Y | -98.1% | +15.4% | -113.6% | -98.3% |
| 3Y | -99.2% | +76.9% | -176.0% | -99.5% |
| 5Y | -100.0% | +60.4% | -160.4% | -100.0% |
| All | -100.0% | +152.7% | -252.7% | -100.0% |
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