-85.9%
INMB vs VT
+157.4%
-243.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -3.6% |
| 7D | -18.1% | +0.4% | -18.5% | -18.3% |
| 30D | -40.2% | -2.6% | -37.6% | -37.6% |
| 3M | -45.8% | -3.2% | -42.6% | -42.8% |
| 6M | -21.0% | +0.9% | -21.9% | -20.3% |
| YTD | -27.6% | +11.3% | -38.9% | -35.2% |
| 1Y | -30.7% | +14.0% | -44.7% | -39.8% |
| 3Y | -83.7% | +75.8% | -159.6% | -91.3% |
| 5Y | -92.7% | +57.8% | -150.5% | -95.6% |
| All | -85.9% | +157.4% | -243.2% | -93.8% |
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