-99.2%
IMNN vs VT
+66.2%
-165.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -1.2% | +0.4% | -1.7% | -1.7% |
| 30D | -0.6% | +1.0% | -1.6% | -1.5% |
| 3M | -24.8% | +2.4% | -27.1% | -26.6% |
| 6M | -54.3% | +12.0% | -66.3% | -59.4% |
| YTD | -58.5% | +15.3% | -73.9% | -64.2% |
| 1Y | -72.4% | +22.6% | -95.0% | -77.7% |
| 3Y | -90.1% | +74.7% | -164.7% | -94.7% |
| All | -99.2% | +66.2% | -165.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling