+68.8%
IMCV vs VT
+66.2%
+2.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -0.1% | +0.4% | -0.6% | -0.5% |
| 30D | +1.1% | +1.0% | +0.1% | +0.2% |
| 3M | +7.7% | +2.4% | +5.3% | +5.2% |
| 6M | +11.5% | +12.0% | -0.5% | +0.3% |
| YTD | +19.5% | +15.3% | +4.2% | +4.5% |
| 1Y | +24.5% | +22.6% | +1.9% | +2.9% |
| 3Y | +63.1% | +74.7% | -11.5% | -3.7% |
| All | +68.8% | +66.2% | +2.7% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling