+221.0%
IMO vs VT
+345.0%
-124.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.7% | +2.7% |
| 7D | -4.0% | -4.2% | +0.2% | -0.1% |
| 30D | +2.9% | -5.8% | +8.7% | +8.7% |
| 3M | +0.8% | -5.2% | +6.0% | +5.5% |
| 6M | -4.5% | +0.1% | -4.7% | -6.3% |
| YTD | +47.8% | +8.2% | +39.6% | +33.1% |
| 1Y | +44.2% | +10.1% | +34.1% | +27.4% |
| 3Y | +135.2% | +69.7% | +65.6% | +31.5% |
| 5Y | +318.7% | +53.4% | +265.3% | +156.8% |
| 10Y | +393.7% | +219.2% | +174.5% | +46.0% |
| All | +221.0% | +345.0% | -124.0% | -44.7% |
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