+17.3%
IMOM price history and return analytics
+18.7%
-1.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -0.3% |
| 7D | -2.0% | -2.0% | 0.0% | +0.6% |
| 30D | -2.1% | -1.4% | -0.7% | -0.2% |
| 3M | -3.4% | +4.7% | -8.1% | -8.7% |
| 6M | -3.3% | +11.4% | -14.6% | -15.4% |
| YTD | +6.3% | +13.1% | -6.8% | -7.7% |
| 1Y | +17.3% | +19.0% | -1.8% | -3.7% |
| All | +17.3% | +18.7% | -1.5% | -3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling