-99.6%
IMUX vs VT
+215.5%
-315.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.2% | +5.6% | +5.6% |
| 7D | +3.2% | -2.3% | +5.5% | +6.6% |
| 30D | +1.6% | -5.0% | +6.5% | +8.8% |
| 3M | -46.7% | -4.9% | -41.8% | -43.0% |
| 6M | -29.7% | -1.5% | -28.1% | -27.6% |
| YTD | +45.1% | +8.5% | +36.6% | +32.4% |
| 1Y | +10.6% | +11.4% | -0.8% | -2.2% |
| 3Y | -34.3% | +70.1% | -104.4% | -64.5% |
| 5Y | -92.4% | +53.7% | -146.1% | -95.6% |
| All | -99.6% | +215.5% | -315.2% | -99.9% |
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