+437.3%
IMOS vs VT
+224.5%
+212.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +3.9% | +0.4% | +3.4% | +3.4% |
| 30D | +12.9% | +1.0% | +11.9% | +11.8% |
| 3M | -8.7% | +2.4% | -11.1% | -9.7% |
| 6M | +55.0% | +12.0% | +43.0% | +42.4% |
| YTD | +97.0% | +15.3% | +81.6% | +76.8% |
| 1Y | +242.3% | +22.6% | +219.7% | +191.5% |
| 3Y | +165.5% | +74.7% | +90.8% | +68.8% |
| 5Y | +67.7% | +66.1% | +1.6% | +10.9% |
| All | +437.3% | +224.5% | +212.9% | +129.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling