+578.2%
IMCV vs VT
+363.9%
+214.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +0.2% |
| 7D | +3.1% | -0.3% | +3.4% | +3.4% |
| 30D | +8.3% | -1.4% | +9.7% | +9.6% |
| 3M | +4.6% | -1.4% | +6.0% | +5.8% |
| 6M | +15.2% | +5.5% | +9.8% | +9.0% |
| YTD | +24.1% | +12.8% | +11.2% | +9.9% |
| 1Y | +30.1% | +15.4% | +14.7% | +12.8% |
| 3Y | +77.0% | +76.9% | +0.1% | +2.3% |
| 5Y | +68.2% | +60.4% | +7.8% | +6.4% |
| 10Y | +195.0% | +232.8% | -37.7% | -3.5% |
| All | +578.2% | +363.9% | +214.3% | +57.4% |
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