+110.6%
IMVP vs VT
+374.2%
-263.6%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | 0.0% | +0.4% | -0.4% | -0.4% |
| 30D | -2.0% | +1.0% | -3.0% | -2.9% |
| 3M | -0.7% | +2.4% | -3.1% | -3.2% |
| 6M | -8.0% | +12.0% | -20.0% | -17.8% |
| YTD | -15.2% | +15.3% | -30.5% | -26.4% |
| 1Y | -13.1% | +22.6% | -35.6% | -29.1% |
| 3Y | +3.6% | +74.7% | -71.0% | -41.7% |
| 5Y | +2.4% | +66.1% | -63.7% | -40.6% |
| 10Y | +88.6% | +225.0% | -136.4% | -48.3% |
| All | +110.6% | +374.2% | -263.6% | -59.1% |
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