-97.4%
IMDX vs VT
+246.1%
-343.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.3% |
| 7D | 0.0% | +0.4% | -0.4% | -0.5% |
| 30D | -17.4% | +1.0% | -18.4% | -18.4% |
| 3M | -36.9% | +2.4% | -39.3% | -38.0% |
| 6M | -24.5% | +12.0% | -36.5% | -32.8% |
| YTD | -44.9% | +15.3% | -60.3% | -52.7% |
| 1Y | +67.2% | +22.6% | +44.6% | +34.4% |
| 3Y | +19.0% | +74.7% | -55.7% | -41.3% |
| 5Y | -95.1% | +66.1% | -161.2% | -97.3% |
| 10Y | -94.1% | +225.0% | -319.1% | -98.8% |
| All | -97.4% | +246.1% | -343.6% | -99.5% |
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