+301.4%
IMO vs VT
+57.4%
+244.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -2.8% |
| 7D | -7.5% | +0.4% | -7.9% | -7.9% |
| 30D | +0.4% | -2.6% | +3.0% | +2.0% |
| 3M | -0.7% | -3.2% | +2.6% | +1.1% |
| 6M | -1.8% | +0.9% | -2.7% | -3.5% |
| YTD | +45.3% | +11.3% | +34.0% | +31.7% |
| 1Y | +35.0% | +14.0% | +21.0% | +19.9% |
| 3Y | +142.7% | +75.8% | +66.9% | +50.3% |
| 5Y | +301.4% | +57.8% | +243.5% | +175.5% |
| All | +301.4% | +57.4% | +244.0% | +175.5% |
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 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