+129.9%
IMOS vs VOO
+78.5%
+51.4%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.4% |
| 7D | +12.4% | +2.6% | +9.9% | +8.9% |
| 30D | -28.9% | -2.0% | -26.9% | -25.7% |
| 3M | -14.8% | -2.8% | -12.1% | -10.0% |
| 6M | -8.6% | +2.2% | -10.8% | -7.9% |
| YTD | +68.3% | +11.5% | +56.8% | +55.6% |
| 1Y | +78.8% | +13.5% | +65.3% | +62.5% |
| 3Y | +129.9% | +78.1% | +51.8% | +40.9% |
| All | +129.9% | +78.5% | +51.4% | +40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling