+23.1%
IMOM vs VOO
+20.9%
+2.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.9% |
| 7D | +0.4% | +0.1% | +0.3% | +0.2% |
| 30D | -0.8% | +0.1% | -0.9% | -0.9% |
| 3M | -7.2% | +2.0% | -9.2% | -9.4% |
| 6M | -5.0% | +13.0% | -18.0% | -18.1% |
| YTD | +8.9% | +13.6% | -4.6% | -6.5% |
| 1Y | +23.1% | +20.1% | +3.0% | -0.5% |
| All | +23.1% | +20.9% | +2.2% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 1y: compounded portfolio wealth divided by compounded VOO 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…
1y analysis · Full analysis span regression · 6 months rolling