+287.1%
IMOS vs VOO
+309.9%
-22.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.3% | +3.0% | +3.0% |
| 7D | -19.5% | -2.7% | -16.8% | -17.1% |
| 30D | -44.3% | -5.4% | -38.9% | -41.1% |
| 3M | -16.8% | -4.1% | -12.7% | -13.0% |
| 6M | -20.1% | +0.7% | -20.8% | -18.8% |
| YTD | +49.7% | +8.7% | +41.0% | +44.1% |
| 1Y | +102.2% | +11.0% | +91.2% | +91.3% |
| 3Y | +105.5% | +75.5% | +30.1% | +39.5% |
| 5Y | +67.2% | +68.4% | -1.2% | +16.0% |
| All | +287.1% | +309.9% | -22.8% | +102.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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