+99.0%
IMOS vs VT
+69.4%
+29.7%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.2% | -4.1% | -13.1% | -10.7% |
| 7D | -28.7% | -4.2% | -24.5% | -23.0% |
| 30D | -45.9% | -5.8% | -40.1% | -39.8% |
| 3M | -16.9% | -5.2% | -11.7% | -8.4% |
| 6M | -21.6% | +0.1% | -21.7% | -18.2% |
| YTD | +45.0% | +8.2% | +36.7% | +39.2% |
| 1Y | +98.7% | +10.1% | +88.6% | +86.8% |
| All | +99.0% | +69.4% | +29.7% | +26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling