-28.3%
IMCR vs VT
+75.6%
-103.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +0.2% | +8.9% | +8.9% |
| 7D | +1.6% | -2.3% | +4.0% | +3.5% |
| 30D | +5.4% | -5.0% | +10.3% | +9.8% |
| 3M | -10.2% | -4.9% | -5.3% | -6.5% |
| 6M | +0.8% | -1.5% | +2.4% | +1.6% |
| YTD | -10.7% | +8.5% | -19.2% | -17.0% |
| 1Y | -1.9% | +11.4% | -13.3% | -10.9% |
| 3Y | -35.4% | +70.1% | -105.5% | -59.1% |
| 5Y | -18.7% | +53.7% | -72.4% | -42.7% |
| All | -28.3% | +75.6% | -103.8% | -54.8% |
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