+90.9%
IMOM vs VOO
+309.6%
-218.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | +2.7% | +2.6% | +0.1% | +0.6% |
| 30D | -8.4% | -2.0% | -6.4% | -6.8% |
| 3M | -15.6% | -2.8% | -12.8% | -13.5% |
| 6M | -21.8% | +2.2% | -24.0% | -22.9% |
| YTD | -6.0% | +11.5% | -17.5% | -13.3% |
| 1Y | -3.4% | +13.5% | -16.9% | -12.1% |
| 3Y | +58.9% | +78.1% | -19.2% | +1.1% |
| 5Y | +19.4% | +73.1% | -53.7% | -22.8% |
| All | +90.9% | +309.6% | -218.8% | -32.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling