+15.8%
IMOM vs VT
+53.4%
-37.6%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.5% |
| 7D | -5.6% | -2.3% | -3.3% | -3.3% |
| 30D | -12.1% | -5.0% | -7.2% | -7.4% |
| 3M | -15.6% | -4.9% | -10.7% | -11.1% |
| 6M | -23.4% | -1.5% | -21.8% | -21.8% |
| YTD | -8.5% | +8.5% | -17.0% | -14.7% |
| 1Y | -2.5% | +11.4% | -13.9% | -11.4% |
| 3Y | +57.3% | +70.1% | -12.8% | -3.4% |
| All | +15.8% | +53.4% | -37.6% | -20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling