+416.8%
IMO vs VT
+222.7%
+194.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -1.0% | +0.4% | -1.4% | -1.5% |
| 30D | +3.1% | +1.0% | +2.1% | +2.0% |
| 3M | +1.8% | +2.4% | -0.5% | -1.1% |
| 6M | +9.1% | +12.0% | -3.0% | -4.3% |
| YTD | +51.3% | +15.3% | +36.0% | +28.6% |
| 1Y | +50.1% | +22.6% | +27.5% | +19.5% |
| 3Y | +138.9% | +74.7% | +64.3% | +28.5% |
| 5Y | +431.6% | +66.1% | +365.4% | +200.2% |
| All | +416.8% | +222.7% | +194.0% | +49.1% |
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