+437.3%
IMOS vs VOO
+316.2%
+121.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.5% |
| 7D | +3.9% | +0.1% | +3.8% | +3.7% |
| 30D | +12.9% | +0.1% | +12.9% | +12.8% |
| 3M | -8.7% | +2.0% | -10.7% | -9.5% |
| 6M | +55.0% | +13.0% | +42.0% | +42.8% |
| YTD | +97.0% | +13.6% | +83.4% | +80.8% |
| 1Y | +242.3% | +20.1% | +222.2% | +201.2% |
| 3Y | +165.5% | +77.6% | +87.9% | +75.5% |
| 5Y | +67.7% | +82.4% | -14.7% | +8.4% |
| All | +437.3% | +316.2% | +121.2% | +109.8% |
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