+16.8%
IMTB vs VT
+223.0%
-206.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -1.7% | +2.4% | -4.0% | -1.8% |
| 30D | +0.7% | -1.5% | +2.2% | +0.7% |
| 3M | -2.3% | -4.1% | +1.9% | -2.0% |
| 6M | -2.1% | +0.6% | -2.7% | -2.2% |
| YTD | -2.1% | +11.0% | -13.2% | -2.8% |
| 1Y | -1.3% | +13.3% | -14.6% | -2.0% |
| 3Y | +16.4% | +73.4% | -57.0% | +12.7% |
| 5Y | +0.7% | +57.4% | -56.8% | -2.7% |
| 10Y | +18.4% | +221.7% | -203.3% | +13.2% |
| All | +16.8% | +223.0% | -206.1% | +11.7% |
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