+340.2%
IMOS price history and return analytics
+217.6%
+122.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.1% |
| 7D | -7.5% | -0.1% | -7.4% | -6.7% |
| 30D | -37.9% | -3.1% | -34.9% | -35.3% |
| 3M | -9.0% | -3.5% | -5.5% | -4.7% |
| 6M | -18.9% | +0.5% | -19.4% | -17.0% |
| YTD | +65.0% | +10.8% | +54.2% | +55.9% |
| 1Y | +117.4% | +11.9% | +105.6% | +103.4% |
| 3Y | +126.5% | +73.0% | +53.5% | +48.0% |
| 5Y | +91.1% | +58.6% | +32.5% | +33.3% |
| 10Y | +340.2% | +219.2% | +121.0% | +126.8% |
| All | +340.2% | +217.6% | +122.6% | +126.8% |
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