-96.2%
IMPP vs VT
+60.3%
-156.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.1% | -2.4% | -4.6% |
| 7D | -15.0% | -4.2% | -10.8% | -13.2% |
| 30D | -16.9% | -5.8% | -11.1% | -14.5% |
| 3M | -6.7% | -5.2% | -1.5% | -4.4% |
| 6M | -15.5% | +0.1% | -15.6% | -15.9% |
| YTD | +19.3% | +8.2% | +11.1% | +14.0% |
| 1Y | -24.6% | +10.1% | -34.7% | -28.7% |
| 3Y | +149.7% | +69.7% | +80.0% | +92.0% |
| All | -96.2% | +60.3% | -156.5% | -97.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling