-87.1%
IMMP vs VT
+351.0%
-438.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -4.8% | -1.6% | -3.2% | -2.8% |
| 30D | -31.0% | -2.5% | -28.5% | -28.9% |
| 3M | -60.5% | -1.3% | -59.2% | -59.8% |
| 6M | -65.9% | +3.1% | -69.0% | -67.3% |
| YTD | +4.9% | +10.9% | -6.0% | -3.6% |
| 1Y | +63.9% | +12.1% | +51.9% | +49.7% |
| 3Y | +57.9% | +73.9% | -16.0% | +2.5% |
| 5Y | -35.5% | +58.0% | -93.5% | -55.0% |
| 10Y | +18.4% | +225.5% | -207.0% | -38.4% |
| All | -87.1% | +351.0% | -438.1% | -90.8% |
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