+25.9%
IIM price history and return analytics
+222.7%
-196.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.4% | -0.9% |
| 7D | -2.3% | -0.1% | -2.2% | -2.3% |
| 30D | -3.0% | -0.7% | -2.3% | -2.8% |
| 3M | -1.2% | +4.0% | -5.2% | -2.3% |
| 6M | -3.0% | +12.3% | -15.2% | -6.2% |
| YTD | +3.9% | +14.0% | -10.1% | -0.1% |
| 1Y | +8.2% | +20.3% | -12.1% | +2.4% |
| 3Y | +33.3% | +75.4% | -42.1% | +12.5% |
| 5Y | -2.8% | +66.0% | -68.7% | -17.2% |
| 10Y | +25.9% | +228.2% | -202.3% | -16.1% |
| All | +25.9% | +222.7% | -196.8% | -16.1% |
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