-100.0%
INM vs VT
+251.4%
-351.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.8% |
| 7D | 0.0% | +0.4% | -0.4% | -0.5% |
| 30D | -1.4% | +1.0% | -2.4% | -2.5% |
| 3M | -11.5% | +2.4% | -13.9% | -14.4% |
| 6M | +48.7% | +12.0% | +36.7% | +28.6% |
| YTD | +30.2% | +15.3% | +14.9% | +9.2% |
| 1Y | -34.0% | +22.6% | -56.6% | -48.1% |
| 3Y | -91.6% | +74.7% | -166.3% | -95.5% |
| 5Y | -99.9% | +66.1% | -166.0% | -99.9% |
| 10Y | -99.9% | +225.0% | -324.9% | -100.0% |
| All | -100.0% | +251.4% | -351.3% | -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