-99.9%
INM vs VT
+227.0%
-326.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.5% | +2.3% |
| 7D | +9.4% | -0.3% | +9.7% | +9.8% |
| 30D | +31.6% | -1.4% | +33.0% | +33.7% |
| 3M | +17.4% | -1.4% | +18.8% | +19.4% |
| 6M | +133.9% | +5.5% | +128.4% | +117.1% |
| YTD | +65.1% | +12.8% | +52.3% | +41.8% |
| 1Y | +1.2% | +15.4% | -14.3% | -15.3% |
| 3Y | -81.0% | +76.9% | -157.9% | -90.2% |
| 5Y | -99.8% | +60.4% | -160.2% | -99.9% |
| All | -99.9% | +227.0% | -326.9% | -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 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