-59.6%
IMTE vs VT
+10.5%
-70.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.0% | +3.1% |
| 7D | -21.7% | -2.3% | -19.3% | -20.9% |
| 30D | -26.4% | -5.0% | -21.5% | -23.9% |
| 3M | -29.1% | -4.9% | -24.2% | -26.8% |
| 6M | -33.8% | -1.5% | -32.2% | -34.1% |
| YTD | -41.6% | +8.5% | -50.1% | -48.9% |
| 1Y | -59.6% | +11.4% | -70.9% | -67.0% |
| All | -59.6% | +10.5% | -70.1% | -67.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling