+381.9%
IMO vs VT
+217.6%
+164.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.2% |
| 7D | -8.2% | -0.1% | -8.1% | -8.4% |
| 30D | +0.2% | -3.1% | +3.3% | +2.8% |
| 3M | -3.8% | -3.5% | -0.3% | -1.2% |
| 6M | -2.0% | +0.5% | -2.4% | -4.0% |
| YTD | +45.0% | +10.8% | +34.2% | +27.3% |
| 1Y | +31.8% | +11.9% | +19.9% | +14.4% |
| 3Y | +136.8% | +73.0% | +63.8% | +27.2% |
| 5Y | +306.4% | +58.6% | +247.8% | +138.2% |
| 10Y | +381.9% | +219.2% | +162.7% | +32.1% |
| All | +381.9% | +217.6% | +164.2% | +32.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling