+0.9%
IMMP vs VT
+214.8%
-213.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -4.1% | -4.7% | -2.9% |
| 7D | -19.2% | -4.2% | -15.0% | -13.8% |
| 30D | -38.0% | -5.8% | -32.2% | -32.2% |
| 3M | -65.5% | -5.2% | -60.3% | -62.5% |
| 6M | -70.8% | +0.1% | -70.9% | -71.1% |
| YTD | -5.9% | +8.2% | -14.2% | -12.6% |
| 1Y | +54.6% | +10.1% | +44.5% | +41.4% |
| 3Y | +41.6% | +69.7% | -28.1% | -15.9% |
| 5Y | -44.1% | +53.4% | -97.4% | -63.2% |
| All | +0.9% | +214.8% | -213.9% | -52.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling