+17.5%
IMTB vs VT
+228.8%
-211.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.8% |
| 7D | -1.2% | -2.0% | +0.8% | -1.1% |
| 30D | -1.4% | -1.4% | 0.0% | -1.3% |
| 3M | -1.5% | +4.7% | -6.2% | -1.8% |
| 6M | -2.3% | +11.4% | -13.7% | -3.0% |
| YTD | -1.6% | +13.1% | -14.7% | -2.3% |
| 1Y | -0.5% | +19.0% | -19.5% | -1.5% |
| 3Y | +14.7% | +73.9% | -59.2% | +11.1% |
| 5Y | 0.0% | +65.4% | -65.4% | -3.5% |
| All | +17.5% | +228.8% | -211.4% | +12.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling