-16.5%
IMMR vs VT
+221.8%
-238.3%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.1% |
| 7D | +2.2% | +2.4% | -0.1% | -0.4% |
| 30D | -1.1% | -1.5% | +0.4% | +0.7% |
| 3M | -6.1% | -4.1% | -2.0% | -1.5% |
| 6M | +11.0% | +0.6% | +10.5% | +10.4% |
| YTD | +6.8% | +11.0% | -4.3% | -4.5% |
| 1Y | +12.2% | +13.3% | -1.1% | -1.6% |
| 3Y | +24.0% | +73.4% | -49.4% | -30.2% |
| 5Y | +18.7% | +57.4% | -38.8% | -25.5% |
| All | -16.5% | +221.8% | -238.3% | -71.5% |
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