-99.4%
IMTE vs VT
+175.4%
-274.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.6% | +3.1% | +3.6% |
| 7D | -11.7% | +0.4% | -12.0% | -12.2% |
| 30D | -22.7% | -2.6% | -20.1% | -21.3% |
| 3M | -23.0% | -3.2% | -19.8% | -21.3% |
| 6M | -30.7% | +0.9% | -31.6% | -31.5% |
| YTD | -38.3% | +11.3% | -49.6% | -43.8% |
| 1Y | -49.3% | +14.0% | -63.3% | -54.7% |
| 3Y | -89.6% | +75.8% | -165.5% | -93.4% |
| 5Y | -99.3% | +57.8% | -157.1% | -99.5% |
| All | -99.4% | +175.4% | -274.8% | -99.7% |
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 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