+103.0%
IMOM vs VOO
+349.5%
-246.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.8% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | -0.8% | +0.1% | -0.9% | -0.8% |
| 3M | -7.2% | +2.0% | -9.2% | -8.5% |
| 6M | -5.0% | +13.0% | -18.0% | -13.3% |
| YTD | +8.9% | +13.6% | -4.6% | -0.9% |
| 1Y | +23.1% | +20.1% | +3.0% | +7.2% |
| 3Y | +80.0% | +77.6% | +2.5% | +15.7% |
| 5Y | +31.3% | +82.4% | -51.2% | -17.8% |
| 10Y | +101.4% | +316.8% | -215.4% | -27.0% |
| All | +103.0% | +349.5% | -246.5% | -27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling