-16.4%
IMCR vs VT
+86.7%
-103.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.8% | -3.8% |
| 7D | -1.3% | +0.4% | -1.8% | -1.7% |
| 30D | +8.5% | +1.0% | +7.6% | +7.6% |
| 3M | +25.6% | +2.4% | +23.2% | +22.8% |
| 6M | +7.1% | +12.0% | -4.9% | -2.9% |
| YTD | +4.1% | +15.3% | -11.2% | -7.9% |
| 1Y | +2.5% | +22.6% | -20.1% | -14.0% |
| 3Y | -36.9% | +74.7% | -111.6% | -60.9% |
| 5Y | +9.0% | +66.1% | -57.1% | -27.1% |
| All | -16.4% | +86.7% | -103.0% | -49.8% |
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 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