+646.5%
IMOS vs VT
+356.1%
+290.4%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -13.7% | -1.6% | -12.1% | -12.2% |
| 30D | -37.4% | -2.5% | -34.9% | -35.6% |
| 3M | +8.0% | -1.3% | +9.3% | +9.9% |
| 6M | +15.9% | +3.1% | +12.8% | +15.0% |
| YTD | +78.4% | +10.9% | +67.4% | +66.6% |
| 1Y | +141.1% | +12.1% | +129.1% | +122.9% |
| 3Y | +142.4% | +73.9% | +68.5% | +52.3% |
| 5Y | +101.2% | +58.0% | +43.2% | +37.6% |
| 10Y | +357.4% | +225.5% | +132.0% | +59.9% |
| All | +646.5% | +356.1% | +290.4% | +91.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling