+90.9%
IMOM vs VT
+221.8%
-130.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.2% |
| 7D | +2.7% | +2.4% | +0.4% | +0.5% |
| 30D | -8.4% | -1.5% | -6.9% | -7.0% |
| 3M | -15.6% | -4.1% | -11.5% | -12.1% |
| 6M | -21.8% | +0.6% | -22.4% | -21.9% |
| YTD | -6.0% | +11.0% | -17.0% | -14.0% |
| 1Y | -3.4% | +13.3% | -16.7% | -13.3% |
| 3Y | +58.9% | +73.4% | -14.5% | -2.9% |
| 5Y | +19.4% | +57.4% | -38.0% | -20.6% |
| All | +90.9% | +221.8% | -130.9% | -27.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling