-99.7%
IMUX vs VT
+221.8%
-321.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.1% |
| 7D | -3.0% | +2.4% | -5.3% | -5.8% |
| 30D | +12.9% | -1.5% | +14.4% | +15.6% |
| 3M | -54.6% | -4.1% | -50.5% | -51.9% |
| 6M | -41.9% | +0.6% | -42.5% | -41.7% |
| YTD | +40.8% | +11.0% | +29.8% | +24.7% |
| 1Y | +5.5% | +13.3% | -7.9% | -8.9% |
| 3Y | -22.4% | +73.4% | -95.8% | -59.2% |
| 5Y | -92.2% | +57.4% | -149.7% | -95.6% |
| All | -99.7% | +221.8% | -321.5% | -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