-33.0%
IMTX vs VT
+165.2%
-198.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | -0.8% |
| 7D | -8.9% | +0.4% | -9.3% | -9.0% |
| 30D | -13.5% | -2.6% | -10.9% | -11.6% |
| 3M | -33.4% | -3.2% | -30.1% | -31.6% |
| 6M | -43.4% | +0.9% | -44.4% | -43.7% |
| YTD | -38.8% | +11.3% | -50.1% | -42.8% |
| 1Y | -29.0% | +14.0% | -43.0% | -34.6% |
| 3Y | -29.0% | +75.8% | -104.9% | -48.4% |
| 5Y | -40.6% | +57.8% | -98.4% | -55.5% |
| All | -33.0% | +165.2% | -198.2% | -54.3% |
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