-22.0%
IMXI vs VT
+193.3%
-215.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.5% | +1.1% |
| 7D | -20.5% | +0.4% | -20.9% | -20.5% |
| 30D | -40.3% | -2.6% | -37.7% | -38.9% |
| 3M | -37.9% | -3.2% | -34.7% | -36.2% |
| 6M | -52.3% | +0.9% | -53.2% | -52.7% |
| YTD | -50.7% | +11.3% | -62.0% | -54.9% |
| 1Y | -50.0% | +14.0% | -64.0% | -55.2% |
| 3Y | -60.8% | +75.8% | -136.7% | -75.3% |
| 5Y | -54.6% | +57.8% | -112.4% | -68.9% |
| All | -22.0% | +193.3% | -215.3% | -62.3% |
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