+91.9%
IMOM vs VT
+222.7%
-130.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.4% |
| 7D | +4.0% | +2.9% | +1.1% | +1.3% |
| 30D | -9.5% | -2.5% | -7.0% | -7.2% |
| 3M | -14.7% | -3.3% | -11.4% | -11.8% |
| 6M | -20.6% | +1.5% | -22.1% | -21.4% |
| YTD | -5.5% | +11.4% | -16.9% | -13.8% |
| 1Y | -2.8% | +11.9% | -14.7% | -11.8% |
| 3Y | +61.3% | +73.9% | -12.6% | -1.7% |
| 5Y | +20.0% | +57.9% | -37.9% | -20.4% |
| All | +91.9% | +222.7% | -130.8% | -27.3% |
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