+57.6%
IMFL vs VT
+69.7%
-12.1%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | -0.1% |
| 7D | -1.8% | -2.3% | +0.5% | +0.2% |
| 30D | -1.0% | -5.0% | +4.0% | +3.4% |
| 3M | -3.5% | -4.9% | +1.4% | +0.8% |
| 6M | -2.3% | -1.5% | -0.8% | -1.0% |
| YTD | +13.6% | +8.5% | +5.1% | +6.5% |
| 1Y | +19.8% | +11.4% | +8.5% | +10.0% |
| 3Y | +57.6% | +70.1% | -12.5% | -2.0% |
| All | +57.6% | +69.7% | -12.1% | -2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling