+69.3%
IMOM vs VT
+228.7%
-159.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.1% | -1.8% | -2.2% |
| 7D | -8.5% | -4.2% | -4.4% | -4.8% |
| 30D | -14.8% | -5.8% | -9.0% | -9.9% |
| 3M | -17.3% | -5.2% | -12.0% | -13.0% |
| 6M | -22.7% | +0.1% | -22.8% | -22.4% |
| YTD | -9.2% | +8.2% | -17.4% | -14.6% |
| 1Y | -3.1% | +10.1% | -13.3% | -10.4% |
| 3Y | +55.7% | +69.7% | -14.0% | -1.0% |
| 5Y | +16.0% | +53.4% | -37.3% | -19.7% |
| 10Y | +76.8% | +219.2% | -142.4% | -26.4% |
| All | +69.3% | +228.7% | -159.4% | -28.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling