-96.9%
IMDX vs VT
+214.8%
-311.7%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -4.1% | -3.1% | -2.3% |
| 7D | -22.6% | -4.2% | -18.5% | -18.5% |
| 30D | -27.2% | -5.8% | -21.4% | -21.5% |
| 3M | -50.8% | -5.2% | -45.6% | -47.1% |
| 6M | -46.3% | +0.1% | -46.4% | -44.9% |
| YTD | -67.2% | +8.2% | -75.4% | -69.1% |
| 1Y | -63.1% | +10.1% | -73.2% | -65.7% |
| 3Y | -3.1% | +69.7% | -72.8% | -48.3% |
| 5Y | -96.4% | +53.4% | -149.7% | -97.7% |
| All | -96.9% | +214.8% | -311.7% | -98.6% |
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