-26.7%
IMPP vs VT
+12.5%
-39.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.4% |
| 7D | -11.4% | -0.1% | -11.3% | -11.2% |
| 30D | -19.9% | -3.1% | -16.9% | -19.3% |
| 3M | -6.7% | -3.5% | -3.2% | -5.9% |
| 6M | -13.4% | +0.5% | -13.8% | -13.5% |
| YTD | +19.9% | +10.8% | +9.1% | +16.8% |
| 1Y | -26.7% | +11.9% | -38.6% | -28.8% |
| All | -26.7% | +12.5% | -39.2% | -28.8% |
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