-1.9%
IMOM vs VT
+13.0%
-14.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.5% | -0.4% |
| 7D | -2.2% | +0.4% | -2.5% | -2.6% |
| 30D | -9.5% | -2.6% | -6.9% | -6.2% |
| 3M | -13.5% | -3.2% | -10.3% | -9.5% |
| 6M | -20.5% | +0.9% | -21.5% | -21.3% |
| YTD | -5.6% | +11.3% | -17.0% | -16.6% |
| All | -1.9% | +13.0% | -14.9% | -13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling