+76.3%
IMOM price history and return analytics
+236.4%
-160.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.7% |
| 7D | -1.5% | -0.1% | -1.3% | -1.3% |
| 30D | -9.2% | -3.1% | -6.2% | -6.6% |
| 3M | -12.8% | -3.5% | -9.3% | -9.7% |
| 6M | -20.3% | +0.5% | -20.8% | -20.3% |
| YTD | -5.4% | +10.8% | -16.2% | -12.9% |
| 1Y | -1.6% | +11.9% | -13.5% | -10.3% |
| 3Y | +61.5% | +73.0% | -11.5% | +0.9% |
| 5Y | +22.6% | +58.6% | -36.0% | -17.7% |
| 10Y | +86.0% | +219.2% | -133.2% | -23.4% |
| All | +76.3% | +236.4% | -160.1% | -27.4% |
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