-99.3%
IMTE vs VT
+57.0%
-156.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.6% |
| 7D | +4.0% | +2.4% | +1.6% | +1.5% |
| 30D | -24.0% | -1.5% | -22.5% | -23.2% |
| 3M | -31.6% | -4.1% | -27.5% | -29.1% |
| 6M | -33.0% | +0.6% | -33.6% | -34.0% |
| YTD | -39.3% | +11.0% | -50.3% | -46.6% |
| 1Y | -60.2% | +13.3% | -73.6% | -65.9% |
| 3Y | -87.9% | +73.4% | -161.3% | -93.2% |
| All | -99.3% | +57.0% | -156.3% | -99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling