+21.3%
ISMF price history and return analytics
+42.2%
-20.8%
-4.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +0.4% | +1.0% | -0.6% | +0.2% |
| 30D | +1.9% | -0.2% | +2.2% | +2.0% |
| 3M | +1.8% | +4.5% | -2.7% | +0.9% |
| 6M | +6.4% | +14.1% | -7.6% | +3.5% |
| YTD | +8.7% | +14.8% | -6.0% | +5.7% |
| 1Y | +18.3% | +21.2% | -2.9% | +13.9% |
| All | +21.3% | +42.2% | -20.8% | +13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling