+151.8%
IMTM vs VT
+222.6%
-70.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.1% | -0.8% | -1.4% |
| 7D | -6.4% | -4.2% | -2.2% | -2.8% |
| 30D | -8.7% | -5.8% | -2.9% | -3.8% |
| 3M | -8.3% | -5.2% | -3.0% | -3.9% |
| 6M | -4.7% | +0.1% | -4.8% | -4.5% |
| YTD | +2.8% | +8.2% | -5.5% | -3.3% |
| 1Y | +7.0% | +10.1% | -3.1% | -0.8% |
| 3Y | +67.1% | +69.7% | -2.5% | +8.5% |
| 5Y | +44.3% | +53.4% | -9.1% | +1.4% |
| 10Y | +159.1% | +219.2% | -60.1% | +10.5% |
| All | +151.8% | +222.6% | -70.8% | +6.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling