+276.9%
IMCG vs VT
+224.4%
+52.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.6% | +0.5% |
| 7D | +0.5% | -0.7% | +1.2% | +1.3% |
| 30D | -1.6% | -1.7% | +0.1% | +0.3% |
| 3M | -4.4% | -2.3% | -2.1% | -1.8% |
| 6M | +4.6% | +1.5% | +3.1% | +3.0% |
| YTD | +19.2% | +12.0% | +7.1% | +5.4% |
| 1Y | +16.4% | +12.9% | +3.5% | +2.1% |
| 3Y | +71.0% | +74.9% | -4.0% | -6.7% |
| 5Y | +31.9% | +59.9% | -28.0% | -20.1% |
| 10Y | +276.9% | +224.6% | +52.3% | +11.0% |
| All | +276.9% | +224.4% | +52.6% | +11.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling