+7.5%
IMCR vs VT
+66.2%
-58.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.7% |
| 7D | -4.1% | +1.0% | -5.1% | -4.9% |
| 30D | +4.0% | -0.2% | +4.2% | +4.2% |
| 3M | +27.2% | +4.5% | +22.7% | +22.2% |
| 6M | +7.3% | +14.1% | -6.7% | -4.3% |
| YTD | +1.9% | +14.8% | -12.9% | -9.7% |
| 1Y | -3.5% | +21.2% | -24.7% | -18.4% |
| 3Y | -36.7% | +76.6% | -113.3% | -61.5% |
| 5Y | +7.5% | +66.6% | -59.1% | -25.1% |
| All | +7.5% | +66.2% | -58.7% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling