-99.9%
INM vs VT
+215.5%
-315.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.8% | +0.2% | +17.6% | +17.5% |
| 7D | -2.7% | -2.3% | -0.4% | +1.2% |
| 30D | +17.0% | -5.0% | +21.9% | +25.4% |
| 3M | +8.8% | -4.9% | +13.7% | +16.6% |
| 6M | +114.3% | -1.5% | +115.9% | +118.1% |
| YTD | +46.8% | +8.5% | +38.3% | +33.5% |
| 1Y | -8.7% | +11.4% | -20.1% | -19.5% |
| 3Y | -81.9% | +70.1% | -151.9% | -90.0% |
| 5Y | -99.8% | +53.7% | -153.5% | -99.9% |
| All | -99.9% | +215.5% | -315.5% | -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