-96.8%
IMDX vs VT
+215.5%
-312.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +0.9% |
| 7D | -15.9% | -2.3% | -13.6% | -13.5% |
| 30D | -28.0% | -5.0% | -23.1% | -23.2% |
| 3M | -48.1% | -4.9% | -43.2% | -44.5% |
| 6M | -50.5% | -1.5% | -49.0% | -48.3% |
| YTD | -66.8% | +8.5% | -75.3% | -68.8% |
| 1Y | -61.7% | +11.4% | -73.1% | -64.9% |
| 3Y | +12.2% | +70.1% | -57.9% | -40.3% |
| 5Y | -96.3% | +53.7% | -150.0% | -97.7% |
| All | -96.8% | +215.5% | -312.4% | -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