-87.0%
IMTE vs VT
+74.4%
-161.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +4.0% |
| 7D | +9.7% | -0.1% | +9.9% | +9.3% |
| 30D | -20.0% | -3.1% | -16.9% | -17.8% |
| 3M | -17.9% | -3.5% | -14.4% | -15.4% |
| 6M | -28.2% | +0.5% | -28.7% | -29.2% |
| YTD | -36.1% | +10.8% | -46.9% | -43.9% |
| 1Y | -63.4% | +11.9% | -75.3% | -68.3% |
| 3Y | -87.0% | +73.0% | -160.0% | -82.8% |
| All | -87.0% | +74.4% | -161.5% | -82.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling