+182.9%
IMCV vs VT
+214.8%
-31.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.8% | +1.7% |
| 7D | -0.6% | -4.2% | +3.6% | +3.5% |
| 30D | +5.2% | -5.8% | +11.0% | +11.3% |
| 3M | +2.5% | -5.2% | +7.8% | +7.8% |
| 6M | +11.8% | +0.1% | +11.7% | +10.8% |
| YTD | +21.2% | +8.2% | +13.0% | +10.8% |
| 1Y | +26.3% | +10.1% | +16.2% | +13.4% |
| 3Y | +73.0% | +69.7% | +3.3% | -0.5% |
| 5Y | +62.3% | +53.4% | +8.9% | +3.4% |
| All | +182.9% | +214.8% | -31.9% | -14.3% |
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 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