-98.3%
IMDX vs VT
+232.9%
-331.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.2% |
| 7D | -13.3% | -1.6% | -11.7% | -11.4% |
| 30D | -20.3% | -2.5% | -17.9% | -17.5% |
| 3M | -45.5% | -1.3% | -44.2% | -44.2% |
| 6M | -34.4% | +3.1% | -37.5% | -35.3% |
| YTD | -63.5% | +10.9% | -74.4% | -66.8% |
| 1Y | -55.2% | +12.1% | -67.3% | -59.5% |
| 3Y | +7.9% | +73.9% | -66.0% | -46.2% |
| 5Y | -96.2% | +58.0% | -154.2% | -97.8% |
| 10Y | -96.5% | +225.5% | -322.0% | -99.3% |
| All | -98.3% | +232.9% | -331.2% | -99.6% |
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 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