-99.8%
IMUX vs VT
+233.2%
-333.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -4.1% | -3.7% | -2.2% |
| 7D | -6.1% | -4.2% | -1.9% | -0.2% |
| 30D | -6.4% | -5.8% | -0.6% | +2.1% |
| 3M | -47.8% | -5.2% | -42.5% | -43.5% |
| 6M | -35.1% | +0.1% | -35.2% | -34.7% |
| YTD | +37.1% | +8.2% | +28.8% | +24.1% |
| 1Y | +1.2% | +10.1% | -8.9% | -10.2% |
| 3Y | -35.2% | +69.7% | -104.9% | -67.3% |
| 5Y | -92.8% | +53.4% | -146.2% | -96.1% |
| 10Y | -99.6% | +219.2% | -318.9% | -99.9% |
| All | -99.8% | +233.2% | -333.0% | -100.0% |
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