+145.9%
IMOS vs VT
+15.2%
+130.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -5.7% |
| 7D | -17.4% | -0.3% | -17.1% | -16.7% |
| 30D | -33.9% | -1.4% | -32.4% | -31.3% |
| 3M | -2.3% | -1.4% | -1.0% | +1.3% |
| 6M | +7.7% | +5.5% | +2.3% | +1.5% |
| YTD | +75.0% | +12.8% | +62.2% | +59.0% |
| 1Y | +145.9% | +15.4% | +130.5% | +125.9% |
| All | +145.9% | +15.2% | +130.7% | +125.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling