-50.6%
IMTX vs VT
+53.2%
-103.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -4.1% | -6.5% | -5.8% |
| 7D | -15.5% | -4.2% | -11.3% | -10.9% |
| 30D | -17.6% | -5.8% | -11.8% | -11.4% |
| 3M | -36.7% | -5.2% | -31.5% | -32.4% |
| 6M | -43.6% | +0.1% | -43.7% | -43.6% |
| YTD | -41.1% | +8.2% | -49.4% | -46.0% |
| 1Y | -30.9% | +10.1% | -41.0% | -37.8% |
| 3Y | -35.7% | +69.7% | -105.4% | -62.5% |
| 5Y | -50.6% | +53.4% | -103.9% | -67.8% |
| All | -50.6% | +53.2% | -103.8% | -67.8% |
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 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