+170.8%
IMTM vs VT
+224.5%
-53.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +1.8% | +0.4% | +1.3% | +1.4% |
| 30D | +2.1% | +1.0% | +1.1% | +1.2% |
| 3M | +2.3% | +2.4% | 0.0% | +0.3% |
| 6M | +8.0% | +12.0% | -4.0% | -2.2% |
| YTD | +14.4% | +15.3% | -0.9% | +1.1% |
| 1Y | +22.3% | +22.6% | -0.2% | +2.3% |
| 3Y | +82.9% | +74.7% | +8.3% | +11.8% |
| 5Y | +61.3% | +66.1% | -4.9% | +2.9% |
| All | +170.8% | +224.5% | -53.7% | -3.2% |
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