+33.1%
IMNM vs VT
+112.5%
-79.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -4.1% | -4.2% | -2.0% |
| 7D | -2.1% | -4.2% | +2.1% | +4.6% |
| 30D | -7.3% | -5.8% | -1.5% | +1.8% |
| 3M | -29.8% | -5.2% | -24.6% | -23.6% |
| 6M | -22.5% | +0.1% | -22.7% | -22.7% |
| YTD | -16.6% | +8.2% | -24.9% | -26.4% |
| 1Y | +16.6% | +10.1% | +6.5% | +0.7% |
| 3Y | +104.6% | +69.7% | +35.0% | -1.2% |
| 5Y | -13.2% | +53.4% | -66.6% | -47.7% |
| All | +33.1% | +112.5% | -79.3% | -40.5% |
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