-5.8%
IMCR vs VT
+20.4%
-26.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.1% |
| 7D | -7.8% | -0.1% | -7.6% | -7.7% |
| 30D | +1.4% | -0.7% | +2.1% | +1.9% |
| 3M | +20.9% | +4.0% | +16.9% | +17.1% |
| 6M | +3.2% | +12.3% | -9.1% | -5.7% |
| YTD | -0.7% | +14.0% | -14.7% | -9.9% |
| 1Y | -5.8% | +20.3% | -26.1% | -16.3% |
| All | -5.8% | +20.4% | -26.2% | -16.3% |
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