-95.9%
IMPP vs VT
+67.1%
-163.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.7% | -7.4% | -6.5% |
| 7D | -8.5% | -0.3% | -8.2% | -8.4% |
| 30D | -12.3% | -1.4% | -10.9% | -11.8% |
| 3M | +0.2% | -1.4% | +1.6% | +0.7% |
| 6M | -8.3% | +5.5% | -13.8% | -11.1% |
| YTD | +27.6% | +12.8% | +14.8% | +19.4% |
| 1Y | -16.2% | +15.4% | -31.6% | -22.5% |
| 3Y | +167.1% | +76.9% | +90.2% | +101.2% |
| All | -95.9% | +67.1% | -163.0% | -97.5% |
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